+93.9%
ILMN vs RRX
+30.0%
+63.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.3% |
| 7D | -21.6% | +7.6% | -29.2% | -22.3% |
| 30D | -22.9% | +7.5% | -30.4% | -23.7% |
| 3M | +11.6% | -21.0% | +32.6% | +13.8% |
| 6M | +62.5% | -18.1% | +80.6% | +63.8% |
| YTD | +72.7% | +24.3% | +48.4% | +56.1% |
| 1Y | +93.9% | +29.3% | +64.6% | +73.0% |
| All | +93.9% | +30.0% | +63.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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