+93.9%
ILMN vs RMD
-1.9%
+95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.8% | -7.2% |
| 7D | -21.6% | -3.9% | -17.7% | -19.4% |
| 30D | -22.9% | +7.9% | -30.8% | -23.7% |
| 3M | +11.6% | +8.1% | +3.5% | +10.3% |
| 6M | +62.5% | +15.5% | +47.0% | +57.8% |
| YTD | +72.7% | +0.7% | +72.1% | +67.9% |
| 1Y | +93.9% | -1.4% | +95.2% | +90.6% |
| All | +93.9% | -1.9% | +95.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling