+1,028.0%
ILMN vs ROP
+4,272.1%
-3,244.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | -9.8% | +0.2% | -10.0% | -10.1% |
| 30D | -22.7% | +30.3% | -53.1% | -34.4% |
| 3M | +12.1% | +17.8% | -5.7% | +0.3% |
| 6M | +51.5% | +38.9% | +12.6% | +22.0% |
| YTD | +63.9% | +7.6% | +56.2% | +50.7% |
| 1Y | +76.6% | +6.5% | +70.1% | +63.2% |
| 3Y | +124.6% | -6.3% | +130.9% | +121.5% |
| 5Y | -42.7% | +0.9% | -43.6% | -45.7% |
| 10Y | +59.7% | +180.7% | -121.1% | -17.2% |
| All | +1,028.0% | +4,272.1% | -3,244.2% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling