+93.9%
ILMN vs RRC
+44.7%
+49.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -5.0% |
| 7D | -21.6% | -6.8% | -14.8% | -21.7% |
| 30D | -22.9% | +34.7% | -57.6% | -22.0% |
| 3M | +11.6% | +31.5% | -19.9% | +12.6% |
| 6M | +62.5% | +21.8% | +40.8% | +64.1% |
| YTD | +72.7% | +48.9% | +23.9% | +68.9% |
| 1Y | +93.9% | +42.1% | +51.8% | +91.7% |
| All | +93.9% | +44.7% | +49.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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