-43.8%
ILMN vs RJF
+81.1%
-125.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -2.9% | +3.6% | -6.5% | -4.3% |
| 30D | -23.8% | +7.2% | -31.1% | -26.0% |
| 3M | +7.5% | -6.5% | +14.0% | +10.2% |
| 6M | +42.8% | +10.3% | +32.5% | +35.8% |
| YTD | +57.8% | +6.5% | +51.3% | +50.8% |
| 1Y | +72.6% | +6.1% | +66.5% | +65.1% |
| 3Y | +129.3% | +74.9% | +54.5% | +68.3% |
| All | -43.8% | +81.1% | -125.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling