+146.4%
HUM vs ILMN
+54.3%
+92.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +3.7% | -2.9% | +6.6% | +4.1% |
| 30D | +5.5% | -23.8% | +29.3% | +9.3% |
| 3M | +17.1% | +7.5% | +9.7% | +15.0% |
| 6M | +48.3% | +42.8% | +5.5% | +38.8% |
| YTD | +77.4% | +57.8% | +19.5% | +62.9% |
| 1Y | +92.6% | +72.6% | +20.0% | +74.5% |
| 3Y | -6.1% | +129.3% | -135.4% | -21.7% |
| 5Y | +6.2% | -44.5% | +50.7% | +12.3% |
| All | +146.4% | +54.3% | +92.1% | +111.6% |
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