+1,045.4%
ILMN vs ROK
+5,554.2%
-4,508.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.1% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +9.2% | -3.3% | +12.5% | +10.8% |
| 3M | +29.8% | -5.9% | +35.7% | +32.5% |
| 6M | +69.2% | +13.9% | +55.3% | +57.5% |
| YTD | +66.4% | +12.6% | +53.8% | +54.9% |
| 1Y | +123.4% | +28.6% | +94.8% | +95.7% |
| 3Y | +33.2% | +45.1% | -11.9% | +7.0% |
| 5Y | -52.0% | +45.6% | -97.5% | -62.2% |
| 10Y | +33.6% | +345.0% | -311.4% | -40.3% |
| All | +1,045.4% | +5,554.2% | -4,508.8% | +16.9% |
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