+27.6%
ILMN vs RMD
+265.7%
-238.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.0% |
| 7D | +1.9% | -4.5% | +6.4% | +3.8% |
| 30D | +12.3% | +4.6% | +7.7% | +10.3% |
| 3M | +33.5% | +14.8% | +18.8% | +25.8% |
| 6M | +69.4% | -12.1% | +81.4% | +77.1% |
| YTD | +60.9% | -7.5% | +68.4% | +64.1% |
| 1Y | +115.0% | -20.1% | +135.0% | +132.5% |
| 3Y | +37.0% | +53.9% | -16.9% | +7.7% |
| 5Y | -53.1% | -22.2% | -30.9% | -51.7% |
| 10Y | +27.6% | +268.2% | -240.7% | -21.9% |
| All | +27.6% | +265.7% | -238.1% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling