+94.2%
ILMN vs RRC
+36.3%
+57.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.0% |
| 7D | -9.7% | -10.8% | +1.1% | -7.8% |
| 30D | -20.4% | +22.3% | -42.7% | -23.7% |
| 3M | +10.0% | +26.6% | -16.6% | +4.5% |
| 6M | +49.5% | +18.9% | +30.5% | +43.5% |
| YTD | +62.5% | +39.2% | +23.3% | +48.2% |
| 1Y | +76.0% | +34.0% | +42.0% | +61.9% |
| 3Y | +94.2% | +42.0% | +52.2% | +69.1% |
| All | +94.2% | +36.3% | +57.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling