+32.3%
ILMN vs ROP
+140.4%
-108.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | +0.5% |
| 7D | +1.2% | -4.4% | +5.7% | +4.0% |
| 30D | +9.2% | +3.2% | +5.9% | +7.1% |
| 3M | +29.8% | +23.1% | +6.8% | +13.6% |
| 6M | +69.2% | +13.3% | +55.9% | +54.8% |
| YTD | +66.4% | -7.9% | +74.2% | +71.4% |
| 1Y | +123.4% | -22.1% | +145.5% | +155.3% |
| 3Y | +33.2% | -16.8% | +50.0% | +44.7% |
| 5Y | -52.0% | -13.5% | -38.4% | -49.5% |
| All | +32.3% | +140.4% | -108.1% | -28.6% |
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