+30.6%
HUM vs ILMN
+127.6%
-97.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | +4.2% | +1.2% | +2.9% | +4.1% |
| 30D | +10.4% | +9.2% | +1.2% | +9.9% |
| 3M | +15.1% | +29.8% | -14.8% | +12.9% |
| 6M | +120.9% | +69.2% | +51.7% | +112.2% |
| YTD | +57.9% | +66.4% | -8.4% | +52.4% |
| 1Y | +30.6% | +123.4% | -92.8% | +27.7% |
| All | +30.6% | +127.6% | -97.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling