+1,028.0%
ILMN vs ROK
+5,076.5%
-4,048.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.6% |
| 7D | -9.8% | -11.0% | +1.2% | -5.0% |
| 30D | -22.7% | -8.2% | -14.6% | -19.5% |
| 3M | +12.1% | -8.5% | +20.5% | +16.8% |
| 6M | +51.5% | -12.0% | +63.4% | +59.4% |
| YTD | +63.9% | +3.1% | +60.8% | +59.1% |
| 1Y | +76.6% | +2.9% | +73.7% | +71.5% |
| 3Y | +124.6% | +60.7% | +63.9% | +72.5% |
| 5Y | -42.7% | +29.5% | -72.2% | -52.3% |
| 10Y | +59.7% | +262.6% | -203.0% | -21.6% |
| All | +1,028.0% | +5,076.5% | -4,048.5% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling