+76.0%
ILMN vs ROP
+8.5%
+67.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.3% |
| 7D | -9.7% | +2.1% | -11.8% | -9.6% |
| 30D | -20.4% | +32.9% | -53.3% | -22.0% |
| 3M | +10.0% | +20.3% | -10.3% | +9.4% |
| 6M | +49.5% | +36.8% | +12.7% | +45.2% |
| YTD | +62.5% | +8.1% | +54.4% | +56.3% |
| 1Y | +76.0% | +8.3% | +67.7% | +68.8% |
| All | +76.0% | +8.5% | +67.5% | +68.8% |
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