+1,028.0%
ILMN vs RMBS
+13.6%
+1,014.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -9.8% | -8.4% | -1.4% | -8.5% |
| 30D | -22.7% | -24.9% | +2.1% | -18.9% |
| 3M | +12.1% | -15.8% | +27.8% | +14.9% |
| 6M | +51.5% | -37.5% | +89.0% | +60.4% |
| YTD | +63.9% | -12.1% | +76.0% | +59.6% |
| 1Y | +76.6% | -27.0% | +103.5% | +77.0% |
| 3Y | +124.6% | +28.8% | +95.8% | +94.5% |
| 5Y | -42.7% | +236.2% | -278.9% | -58.7% |
| 10Y | +59.7% | +546.6% | -486.9% | +1.4% |
| All | +1,028.0% | +13.6% | +1,014.3% | +440.3% |
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 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