+135.9%
ILMN vs RRX
+70.4%
+65.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -6.0% | +5.4% | -11.4% | -7.6% |
| 30D | -23.0% | +12.0% | -35.0% | -25.6% |
| 3M | +10.4% | +6.1% | +4.3% | +8.1% |
| 6M | +49.4% | -13.2% | +62.6% | +52.3% |
| YTD | +62.3% | +31.0% | +31.4% | +36.2% |
| 1Y | +73.7% | +38.8% | +34.9% | +41.7% |
| All | +135.9% | +70.4% | +65.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling