+6,427.3%
HUM vs ILMN
+1,401.8%
+5,025.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | +4.2% | +1.2% | +2.9% | +4.0% |
| 30D | +10.4% | +9.2% | +1.2% | +9.2% |
| 3M | +15.1% | +29.8% | -14.8% | +11.6% |
| 6M | +120.9% | +69.2% | +51.7% | +107.9% |
| YTD | +57.9% | +66.4% | -8.4% | +48.7% |
| 1Y | +30.6% | +123.4% | -92.8% | +18.4% |
| 3Y | -9.6% | +33.2% | -42.8% | -14.9% |
| 5Y | +1.6% | -52.0% | +53.5% | +4.5% |
| 10Y | +146.4% | +33.6% | +112.8% | +122.5% |
| All | +6,427.3% | +1,401.8% | +5,025.5% | +4,237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling