+4,120.7%
ILMN vs RCAT
-100.0%
+4,220.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | +9.2% | -3.3% | +12.5% | +9.2% |
| 3M | +29.8% | -43.2% | +73.1% | +30.1% |
| 6M | +69.2% | -43.2% | +112.4% | +69.4% |
| YTD | +66.4% | +5.5% | +60.8% | +66.1% |
| 1Y | +123.4% | -1.6% | +125.0% | +122.9% |
| 3Y | +33.2% | +773.7% | -740.5% | +31.3% |
| 5Y | -52.0% | +187.6% | -239.6% | -52.6% |
| 10Y | +33.6% | -98.5% | +132.1% | +26.3% |
| All | +4,120.7% | -100.0% | +4,220.7% | +5,434.9% |
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