+122.3%
ILMN vs ROP
-20.9%
+143.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.0% |
| 7D | +1.2% | -4.4% | +5.7% | +1.9% |
| 30D | +9.2% | +3.2% | +5.9% | +8.8% |
| 3M | +29.8% | +23.1% | +6.8% | +25.7% |
| 6M | +69.2% | +13.3% | +55.9% | +65.0% |
| YTD | +66.4% | -7.9% | +74.2% | +64.0% |
| All | +122.3% | -20.9% | +143.1% | +115.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling