+72.6%
ILMN vs RRX
+29.3%
+43.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -2.9% | +4.3% | -7.2% | -3.7% |
| 30D | -23.8% | +12.3% | -36.1% | -25.0% |
| 3M | +7.5% | +3.7% | +3.8% | +6.6% |
| 6M | +42.8% | -13.9% | +56.7% | +42.7% |
| YTD | +57.8% | +26.5% | +31.4% | +42.2% |
| 1Y | +72.6% | +29.3% | +43.3% | +54.2% |
| All | +72.6% | +29.3% | +43.3% | +54.2% |
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