+70.5%
ILMN vs ROP
+189.6%
-119.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.1% |
| 7D | -2.6% | -1.6% | -0.9% | -2.0% |
| 30D | -20.6% | +29.5% | -50.2% | -32.5% |
| 3M | +17.5% | +17.5% | -0.1% | +5.3% |
| 6M | +55.6% | +38.1% | +17.5% | +25.1% |
| YTD | +68.3% | +7.0% | +61.4% | +56.6% |
| 1Y | +81.1% | +6.5% | +74.6% | +68.8% |
| 3Y | +112.2% | -5.5% | +117.6% | +110.9% |
| 5Y | -42.6% | -0.4% | -42.2% | -45.2% |
| 10Y | +70.5% | +183.6% | -113.1% | -11.2% |
| All | +70.5% | +189.6% | -119.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling