+1,045.4%
ILMN vs RJF
+3,556.5%
-2,511.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +9.2% | -1.3% | +10.4% | +9.6% |
| 3M | +29.8% | +18.9% | +11.0% | +20.6% |
| 6M | +69.2% | +15.0% | +54.2% | +58.8% |
| YTD | +66.4% | +12.2% | +54.2% | +56.5% |
| 1Y | +123.4% | +5.6% | +117.8% | +114.8% |
| 3Y | +33.2% | +74.9% | -41.7% | +2.9% |
| 5Y | -52.0% | +106.6% | -158.6% | -65.9% |
| 10Y | +33.6% | +433.1% | -399.4% | -40.5% |
| All | +1,045.4% | +3,556.5% | -2,511.1% | +101.0% |
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