+93.9%
ILMN vs ROK
+25.3%
+68.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -21.6% | 0.0% | -21.6% | -21.3% |
| 30D | -22.9% | -2.5% | -20.4% | -22.0% |
| 3M | +11.6% | 0.0% | +11.6% | +12.1% |
| 6M | +62.5% | +11.6% | +51.0% | +55.5% |
| YTD | +72.7% | +15.2% | +57.5% | +60.2% |
| 1Y | +93.9% | +25.0% | +68.9% | +76.2% |
| All | +93.9% | +25.3% | +68.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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