+27.8%
ILMN vs ROK
+343.9%
-316.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | +6.9% | -1.8% | +8.7% | +7.8% |
| 3M | +28.1% | -7.2% | +35.3% | +31.6% |
| 6M | +65.0% | +14.2% | +50.8% | +53.0% |
| YTD | +56.3% | +10.6% | +45.7% | +46.4% |
| 1Y | +108.7% | +25.9% | +82.8% | +83.9% |
| 3Y | +33.1% | +50.8% | -17.7% | +4.4% |
| 5Y | -54.1% | +47.0% | -101.2% | -64.7% |
| 10Y | +27.8% | +354.9% | -327.1% | -46.5% |
| All | +27.8% | +343.9% | -316.1% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling