+93.9%
ILMN vs RMBS
-18.2%
+112.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -4.2% |
| 7D | -21.6% | -8.9% | -12.6% | -20.7% |
| 30D | -22.9% | -24.8% | +2.0% | -21.0% |
| 3M | +11.6% | -17.6% | +29.1% | +13.2% |
| 6M | +62.5% | -25.7% | +88.2% | +63.7% |
| YTD | +72.7% | -9.8% | +82.5% | +67.5% |
| 1Y | +93.9% | -17.4% | +111.2% | +90.3% |
| All | +93.9% | -18.2% | +112.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling