-45.5%
ILMN vs RCAT
+46.9%
-92.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.2% | +1.2% |
| 7D | -9.7% | -12.7% | +3.1% | -8.9% |
| 30D | -20.4% | -34.3% | +13.9% | -18.3% |
| 3M | +10.0% | -53.4% | +63.4% | +15.1% |
| 6M | +49.5% | -62.0% | +111.4% | +56.9% |
| YTD | +62.5% | -49.1% | +111.6% | +64.8% |
| 1Y | +76.0% | -53.1% | +129.1% | +78.7% |
| 3Y | +94.2% | +318.7% | -224.5% | +63.5% |
| All | -45.5% | +46.9% | -92.4% | -52.7% |
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