+27.8%
ILMN vs RJF
+428.4%
-400.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -3.9% | -0.3% | -3.6% | -3.7% |
| 30D | +6.9% | -2.0% | +8.9% | +7.6% |
| 3M | +28.1% | +16.3% | +11.8% | +20.4% |
| 6M | +65.0% | +16.9% | +48.0% | +54.4% |
| YTD | +56.3% | +10.4% | +45.9% | +48.4% |
| 1Y | +108.7% | +7.4% | +101.3% | +99.9% |
| 3Y | +33.1% | +72.2% | -39.1% | +4.3% |
| 5Y | -54.1% | +105.1% | -159.2% | -66.7% |
| 10Y | +27.8% | +430.9% | -403.1% | -41.3% |
| All | +27.8% | +428.4% | -400.6% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling