-45.5%
ILMN vs RRC
+110.6%
-156.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.6% |
| 3M | +10.0% | +26.6% | -16.6% | +4.8% |
| 6M | +49.5% | +18.9% | +30.5% | +43.7% |
| YTD | +62.5% | +39.2% | +23.3% | +50.4% |
| 1Y | +76.0% | +34.0% | +42.0% | +63.9% |
| 3Y | +94.2% | +42.0% | +52.2% | +75.7% |
| All | -45.5% | +110.6% | -156.2% | -54.8% |
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