+27.8%
ILMN vs RMBS
+557.5%
-529.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.1% |
| 7D | -3.9% | +3.5% | -7.3% | -4.7% |
| 30D | +6.9% | -8.6% | +15.5% | +9.0% |
| 3M | +28.1% | -40.3% | +68.4% | +42.6% |
| 6M | +65.0% | -1.0% | +65.9% | +54.6% |
| YTD | +56.3% | -4.6% | +60.9% | +44.8% |
| 1Y | +108.7% | +17.6% | +91.1% | +77.0% |
| 3Y | +33.1% | +58.6% | -25.6% | -7.0% |
| 5Y | -54.1% | +270.9% | -325.0% | -78.6% |
| 10Y | +27.8% | +569.1% | -541.2% | -55.9% |
| All | +27.8% | +557.5% | -529.7% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling