+1,018.6%
ILMN vs RL
+2,879.1%
-1,860.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.9% |
| 7D | -9.7% | -4.2% | -5.5% | -8.6% |
| 30D | -20.4% | +4.3% | -24.7% | -21.4% |
| 3M | +10.0% | -4.6% | +14.6% | +11.3% |
| 6M | +49.5% | +1.7% | +47.8% | +47.2% |
| YTD | +62.5% | +7.3% | +55.1% | +56.6% |
| 1Y | +76.0% | +20.8% | +55.2% | +63.7% |
| 3Y | +94.2% | +247.0% | -152.8% | +30.5% |
| 5Y | -46.3% | +225.5% | -271.8% | -63.8% |
| 10Y | +62.7% | +363.0% | -300.3% | -10.0% |
| All | +1,018.6% | +2,879.1% | -1,860.5% | +284.1% |
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