+108.7%
ILMN vs RJF
+7.7%
+101.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +6.9% | -2.0% | +8.9% | +7.0% |
| 3M | +28.1% | +16.3% | +11.8% | +27.0% |
| 6M | +65.0% | +16.9% | +48.0% | +63.0% |
| YTD | +56.3% | +10.4% | +45.9% | +51.5% |
| 1Y | +108.7% | +7.4% | +101.3% | +100.7% |
| All | +108.7% | +7.7% | +101.0% | +100.7% |
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