+1,028.0%
ILMN vs RJF
+3,359.5%
-2,331.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -9.8% | +4.0% | -13.8% | -11.3% |
| 30D | -22.7% | +6.1% | -28.9% | -24.6% |
| 3M | +12.1% | -5.8% | +17.9% | +14.5% |
| 6M | +51.5% | +9.7% | +41.8% | +44.6% |
| YTD | +63.9% | +6.2% | +57.7% | +57.3% |
| 1Y | +76.6% | +5.3% | +71.3% | +70.0% |
| 3Y | +124.6% | +74.4% | +50.1% | +73.4% |
| 5Y | -42.7% | +81.6% | -124.3% | -57.2% |
| 10Y | +59.7% | +333.6% | -273.9% | -22.7% |
| All | +1,028.0% | +3,359.5% | -2,331.5% | +102.0% |
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