-43.8%
ILMN vs RRC
+134.0%
-177.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.9% | +6.4% | -9.3% | -4.0% |
| 30D | -23.8% | +23.9% | -47.7% | -27.0% |
| 3M | +7.5% | +30.2% | -22.7% | +1.9% |
| 6M | +42.8% | +26.3% | +16.5% | +35.8% |
| YTD | +57.8% | +48.1% | +9.8% | +44.5% |
| 1Y | +72.6% | +37.7% | +34.9% | +60.1% |
| 3Y | +129.3% | +60.3% | +69.1% | +103.2% |
| All | -43.8% | +134.0% | -177.8% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling