+24.3%
ILMN vs RRX
+228.4%
-204.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.2% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | +7.0% | -6.1% | +13.2% | +9.4% |
| 3M | +24.2% | -23.1% | +47.3% | +34.1% |
| 6M | +69.9% | -19.5% | +89.4% | +77.3% |
| YTD | +57.4% | +16.1% | +41.3% | +38.8% |
| 1Y | +107.9% | +12.9% | +95.0% | +84.0% |
| 3Y | +37.1% | +7.9% | +29.2% | +18.5% |
| 5Y | -53.7% | +19.1% | -72.8% | -62.6% |
| All | +24.3% | +228.4% | -204.1% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling