+146.7%
HUM vs ILMN
+25.5%
+121.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -1.4% | -9.2% | +7.8% | -0.1% |
| 30D | +7.5% | +4.4% | +3.1% | +6.7% |
| 3M | +10.2% | +23.9% | -13.7% | +6.3% |
| 6M | +132.5% | +64.5% | +68.0% | +114.4% |
| YTD | +57.6% | +53.5% | +4.2% | +46.6% |
| 1Y | +48.6% | +110.8% | -62.2% | +30.7% |
| 3Y | -11.2% | +30.7% | -41.8% | -17.6% |
| 5Y | +4.8% | -54.8% | +59.6% | +15.9% |
| All | +146.7% | +25.5% | +121.2% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling