-53.1%
ILMN vs RMBS
+260.2%
-313.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +1.9% | +3.0% | -1.1% | +1.3% |
| 30D | +12.3% | -14.4% | +26.7% | +15.4% |
| 3M | +33.5% | -42.8% | +76.4% | +46.6% |
| 6M | +69.4% | -1.4% | +70.8% | +60.5% |
| YTD | +60.9% | -5.4% | +66.4% | +51.2% |
| 1Y | +115.0% | +18.6% | +96.4% | +86.3% |
| 3Y | +37.0% | +57.3% | -20.3% | +0.7% |
| 5Y | -53.1% | +265.7% | -318.8% | -79.2% |
| All | -53.1% | +260.2% | -313.4% | -79.2% |
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