-43.2%
ILMN vs RCAT
+68.2%
-111.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -6.0% | +7.2% | -13.3% | -6.6% |
| 30D | -23.0% | -20.4% | -2.6% | -22.0% |
| 3M | +10.4% | -59.8% | +70.2% | +16.5% |
| 6M | +49.4% | -61.9% | +111.3% | +56.7% |
| YTD | +62.3% | -45.9% | +108.2% | +64.0% |
| 1Y | +73.7% | -50.5% | +124.2% | +75.7% |
| 3Y | +122.5% | +387.5% | -265.0% | +85.1% |
| 5Y | -43.2% | +70.9% | -114.1% | -50.7% |
| All | -43.2% | +68.2% | -111.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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