+1,017.6%
ILMN vs RMBS
+20.1%
+997.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.9% |
| 7D | -6.0% | +3.0% | -9.0% | -6.6% |
| 30D | -23.0% | -15.5% | -7.5% | -20.8% |
| 3M | +10.4% | -11.5% | +21.9% | +12.2% |
| 6M | +49.4% | -36.5% | +86.0% | +57.8% |
| YTD | +62.3% | -7.1% | +69.5% | +56.6% |
| 1Y | +73.7% | -18.7% | +92.3% | +70.9% |
| 3Y | +122.5% | +36.2% | +86.4% | +90.9% |
| 5Y | -43.2% | +252.0% | -295.2% | -59.4% |
| 10Y | +59.0% | +561.2% | -502.2% | +0.5% |
| All | +1,017.6% | +20.1% | +997.5% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling