+93.9%
ILMN vs RJF
+7.8%
+86.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -5.1% |
| 7D | -21.6% | +7.2% | -28.7% | -21.7% |
| 30D | -22.9% | +4.9% | -27.8% | -22.9% |
| 3M | +11.6% | -5.5% | +17.1% | +12.0% |
| 6M | +62.5% | +8.0% | +54.6% | +62.8% |
| YTD | +72.7% | +6.2% | +66.6% | +64.9% |
| 1Y | +93.9% | +7.8% | +86.1% | +84.1% |
| All | +93.9% | +7.8% | +86.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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