+115.0%
ILMN vs RRC
+20.2%
+94.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +12.3% | +9.4% | +2.9% | +11.2% |
| 3M | +33.5% | +7.4% | +26.2% | +32.5% |
| 6M | +69.4% | +1.5% | +67.9% | +67.3% |
| YTD | +60.9% | +19.4% | +41.5% | +50.6% |
| 1Y | +115.0% | +24.2% | +90.7% | +96.9% |
| All | +115.0% | +20.2% | +94.7% | +96.9% |
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