-45.5%
ILMN vs ROK
+19.3%
-64.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +3.1% |
| 7D | -9.7% | -13.8% | +4.1% | -3.1% |
| 30D | -20.4% | -14.9% | -5.5% | -13.7% |
| 3M | +10.0% | -14.7% | +24.7% | +19.0% |
| 6M | +49.5% | -17.7% | +67.2% | +62.9% |
| YTD | +62.5% | -2.5% | +65.0% | +61.2% |
| 1Y | +76.0% | +2.3% | +73.7% | +70.3% |
| 3Y | +94.2% | +52.7% | +41.4% | +47.0% |
| All | -45.5% | +19.3% | -64.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling