+73.7%
ILMN vs RRC
+38.2%
+35.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -23.0% | +25.2% | -48.2% | -22.2% |
| 3M | +10.4% | +27.8% | -17.4% | +11.6% |
| 6M | +49.4% | +27.2% | +22.2% | +51.1% |
| YTD | +62.3% | +48.2% | +14.2% | +59.1% |
| 1Y | +73.7% | +34.7% | +39.0% | +73.6% |
| All | +73.7% | +38.2% | +35.5% | +73.6% |
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