+991.7%
ILMN vs RL
+2,920.4%
-1,928.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.3% | -0.8% | -6.1% |
| 7D | -28.3% | -4.7% | -23.6% | -27.2% |
| 30D | -24.0% | +3.6% | -27.5% | -24.7% |
| 3M | +4.1% | +0.5% | +3.5% | +3.6% |
| 6M | +49.6% | +6.6% | +43.0% | +45.4% |
| YTD | +58.6% | +8.8% | +49.7% | +52.2% |
| 1Y | +69.9% | +21.8% | +48.1% | +57.7% |
| 3Y | +82.9% | +245.8% | -162.9% | +23.1% |
| 5Y | -47.6% | +230.0% | -277.6% | -64.8% |
| 10Y | +58.8% | +369.4% | -310.6% | -12.5% |
| All | +991.7% | +2,920.4% | -1,928.7% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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