-45.5%
ILMN vs ROP
+1.1%
-46.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.8% |
| 7D | -9.7% | +2.1% | -11.8% | -10.9% |
| 30D | -20.4% | +32.9% | -53.3% | -32.4% |
| 3M | +10.0% | +20.0% | -10.0% | -1.3% |
| 6M | +49.5% | +36.4% | +13.1% | +22.6% |
| YTD | +62.5% | +7.8% | +54.7% | +54.7% |
| 1Y | +76.0% | +8.0% | +68.0% | +67.1% |
| 3Y | +94.2% | -3.5% | +97.7% | +94.6% |
| All | -45.5% | +1.1% | -46.6% | -50.9% |
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 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