+81.4%
ILMN vs RRC
+28.5%
+52.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -2.6% | -10.3% | +7.8% | -2.8% |
| 30D | -20.6% | +19.5% | -40.1% | -19.8% |
| 3M | +17.5% | +27.9% | -10.5% | +18.7% |
| 6M | +55.6% | +21.2% | +34.4% | +57.2% |
| YTD | +68.3% | +39.6% | +28.8% | +64.7% |
| All | +81.4% | +28.5% | +52.8% | +79.6% |
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