+8.0%
HUM vs ILMN
-44.7%
+52.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +3.7% | -2.9% | +6.6% | +4.0% |
| 30D | +5.5% | -23.8% | +29.3% | +7.6% |
| 3M | +17.1% | +7.5% | +9.7% | +16.2% |
| 6M | +48.3% | +42.8% | +5.5% | +43.3% |
| YTD | +77.4% | +57.8% | +19.5% | +69.7% |
| 1Y | +92.6% | +72.6% | +20.0% | +83.1% |
| 3Y | -6.1% | +129.3% | -135.4% | -13.9% |
| All | +8.0% | -44.7% | +52.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling