+70.5%
ILMN vs RMD
+360.8%
-290.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -2.6% | +1.2% | -3.8% | -3.3% |
| 30D | -20.6% | +2.5% | -23.1% | -21.2% |
| 3M | +17.5% | +11.5% | +5.9% | +12.7% |
| 6M | +55.6% | +14.7% | +40.9% | +46.6% |
| YTD | +68.3% | -1.3% | +69.7% | +67.7% |
| 1Y | +81.1% | -5.3% | +86.4% | +83.5% |
| 3Y | +112.2% | +68.8% | +43.4% | +61.7% |
| 5Y | -42.6% | -5.9% | -36.7% | -44.8% |
| 10Y | +70.5% | +348.7% | -278.2% | -7.5% |
| All | +70.5% | +360.8% | -290.3% | -7.5% |
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