-41.1%
ILMN vs RMBS
+240.0%
-281.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +1.9% |
| 7D | -2.6% | -3.9% | +1.3% | -1.9% |
| 30D | -20.6% | -24.9% | +4.2% | -16.2% |
| 3M | +17.5% | -20.5% | +37.9% | +22.1% |
| 6M | +55.6% | -37.5% | +93.1% | +65.6% |
| YTD | +68.3% | -12.1% | +80.5% | +60.0% |
| 1Y | +81.1% | -25.0% | +106.1% | +78.0% |
| 3Y | +112.2% | +36.1% | +76.0% | +62.6% |
| All | -41.1% | +240.0% | -281.1% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling