+1,045.4%
ILMN vs RMBS
+20.3%
+1,025.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | +9.2% | -12.2% | +21.3% | +11.4% |
| 3M | +29.8% | -49.5% | +79.4% | +43.7% |
| 6M | +69.2% | -7.1% | +76.4% | +65.6% |
| YTD | +66.4% | -7.0% | +73.4% | +60.9% |
| 1Y | +123.4% | +13.3% | +110.1% | +106.3% |
| 3Y | +33.2% | +49.2% | -16.1% | +12.3% |
| 5Y | -52.0% | +250.0% | -301.9% | -65.5% |
| 10Y | +33.6% | +495.1% | -461.5% | -13.9% |
| All | +1,045.4% | +20.3% | +1,025.1% | +444.8% |
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