+999.9%
ILMN vs RJF
+3,342.6%
-2,342.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | -22.7% | +6.7% | -29.4% | -24.8% |
| 3M | +8.6% | -7.3% | +16.0% | +11.7% |
| 6M | +43.8% | +9.8% | +34.1% | +37.3% |
| YTD | +59.8% | +5.6% | +54.1% | +53.7% |
| 1Y | +71.8% | +2.3% | +69.5% | +67.4% |
| 3Y | +119.0% | +73.6% | +45.4% | +69.4% |
| 5Y | -43.8% | +79.9% | -123.7% | -57.8% |
| 10Y | +56.4% | +328.8% | -272.4% | -23.9% |
| All | +999.9% | +3,342.6% | -2,342.8% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling