+4,022.3%
ILMN vs RCAT
-100.0%
+4,122.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.2% | +2.4% |
| 7D | -9.7% | -12.7% | +3.1% | -9.6% |
| 30D | -20.4% | -34.3% | +13.9% | -20.3% |
| 3M | +10.0% | -53.4% | +63.4% | +10.3% |
| 6M | +49.5% | -62.0% | +111.4% | +50.0% |
| YTD | +62.5% | -49.1% | +111.6% | +62.7% |
| 1Y | +76.0% | -53.1% | +129.1% | +76.2% |
| 3Y | +94.2% | +318.7% | -224.5% | +92.1% |
| 5Y | -46.3% | +48.5% | -94.8% | -46.8% |
| 10Y | +62.7% | -99.6% | +162.4% | +54.5% |
| All | +4,022.3% | -100.0% | +4,122.3% | +5,321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling