-51.4%
ILMN vs ROP
-13.6%
-37.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | +0.5% |
| 7D | +1.2% | -4.4% | +5.7% | +3.9% |
| 30D | +9.2% | +3.2% | +5.9% | +7.2% |
| 3M | +29.8% | +23.1% | +6.8% | +13.7% |
| 6M | +69.2% | +13.3% | +55.9% | +55.1% |
| YTD | +66.4% | -7.9% | +74.2% | +73.9% |
| 1Y | +123.4% | -22.1% | +145.5% | +163.0% |
| 3Y | +33.2% | -16.8% | +50.0% | +45.7% |
| All | -51.4% | -13.6% | -37.8% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling