-45.5%
ILMN vs RBA
+37.7%
-83.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -9.7% | +4.3% | -14.0% | -10.9% |
| 30D | -20.4% | +16.3% | -36.7% | -24.3% |
| 3M | +10.0% | +1.3% | +8.7% | +9.0% |
| 6M | +49.5% | -11.1% | +60.5% | +52.8% |
| YTD | +62.5% | -8.5% | +71.0% | +63.1% |
| 1Y | +76.0% | -2.1% | +78.1% | +72.2% |
| 3Y | +94.2% | +44.6% | +49.6% | +62.0% |
| All | -45.5% | +37.7% | -83.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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