-53.1%
ILMN vs ROK
+46.6%
-99.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | +1.9% | +2.8% | -0.9% | +0.6% |
| 30D | +12.3% | -2.4% | +14.7% | +13.5% |
| 3M | +33.5% | -4.7% | +38.2% | +35.4% |
| 6M | +69.4% | +16.8% | +52.6% | +54.5% |
| YTD | +60.9% | +11.4% | +49.6% | +49.4% |
| 1Y | +115.0% | +26.2% | +88.8% | +87.5% |
| 3Y | +37.0% | +51.9% | -14.8% | +5.4% |
| 5Y | -53.1% | +46.4% | -99.5% | -65.4% |
| All | -53.1% | +46.6% | -99.8% | -65.4% |
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