-53.1%
ILMN vs RJF
+105.7%
-158.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | +12.3% | 0.0% | +12.3% | +12.2% |
| 3M | +33.5% | +18.0% | +15.6% | +24.1% |
| 6M | +69.4% | +17.0% | +52.4% | +57.5% |
| YTD | +60.9% | +11.1% | +49.8% | +51.4% |
| 1Y | +115.0% | +8.0% | +107.0% | +104.3% |
| 3Y | +37.0% | +73.3% | -36.3% | +2.0% |
| 5Y | -53.1% | +107.4% | -160.6% | -67.6% |
| All | -53.1% | +105.7% | -158.9% | -67.6% |
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