+37.0%
ILMN vs ROP
-18.5%
+55.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.2% |
| 7D | +1.9% | -5.4% | +7.3% | +4.1% |
| 30D | +12.3% | -1.6% | +13.9% | +13.1% |
| 3M | +33.5% | +18.8% | +14.7% | +23.8% |
| 6M | +69.4% | +8.2% | +61.2% | +63.1% |
| YTD | +60.9% | -10.5% | +71.4% | +70.0% |
| 1Y | +115.0% | -23.7% | +138.7% | +148.9% |
| 3Y | +37.0% | -17.9% | +54.9% | +45.8% |
| All | +37.0% | -18.5% | +55.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling