+81.4%
ILMN vs ROK
+4.6%
+76.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.1% |
| 7D | -2.6% | -11.5% | +9.0% | +2.6% |
| 30D | -20.6% | -10.0% | -10.6% | -16.5% |
| 3M | +17.5% | -11.4% | +28.9% | +24.2% |
| 6M | +55.6% | -13.7% | +69.3% | +64.0% |
| YTD | +68.3% | +1.0% | +67.3% | +62.0% |
| All | +81.4% | +4.6% | +76.8% | +75.3% |
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