+41.2%
ILMN vs RMD
+53.4%
-12.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -5.0% | +6.2% | +2.9% |
| 30D | +9.2% | +2.2% | +7.0% | +8.4% |
| 3M | +29.8% | +17.8% | +12.0% | +23.1% |
| 6M | +69.2% | -11.3% | +80.5% | +75.2% |
| YTD | +66.4% | -4.4% | +70.8% | +67.3% |
| 1Y | +123.4% | -15.7% | +139.1% | +134.3% |
| All | +41.2% | +53.4% | -12.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling