+56.0%
ILMN vs RRX
+200.5%
-144.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | -2.9% | +4.3% | -7.2% | -4.4% |
| 30D | -23.8% | +12.3% | -36.1% | -26.8% |
| 3M | +7.5% | +3.7% | +3.8% | +5.8% |
| 6M | +42.8% | -13.9% | +56.7% | +46.8% |
| YTD | +57.8% | +26.5% | +31.4% | +34.9% |
| 1Y | +72.6% | +29.3% | +43.3% | +45.9% |
| 3Y | +129.3% | +65.6% | +63.8% | +68.5% |
| 5Y | -44.5% | +10.6% | -55.1% | -53.7% |
| All | +56.0% | +200.5% | -144.4% | -20.4% |
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