+93.9%
ILMN vs RBRK
+62.9%
+31.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.3% |
| 7D | -21.6% | -12.5% | -9.0% | -19.4% |
| 30D | -22.9% | -3.0% | -19.9% | -22.1% |
| 3M | +11.6% | +46.9% | -35.3% | +5.7% |
| 6M | +62.5% | +105.4% | -42.9% | +46.4% |
| YTD | +72.7% | +55.6% | +17.1% | +59.8% |
| 1Y | +93.9% | +63.9% | +30.0% | +79.7% |
| All | +93.9% | +62.9% | +31.0% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling