+37.0%
ILMN vs RRX
+4.1%
+32.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.7% |
| 30D | +12.3% | -8.0% | +20.3% | +14.8% |
| 3M | +33.5% | -22.0% | +55.6% | +40.7% |
| 6M | +69.4% | -11.9% | +81.3% | +69.3% |
| YTD | +60.9% | +17.1% | +43.8% | +42.6% |
| 1Y | +115.0% | +14.9% | +100.1% | +90.4% |
| 3Y | +37.0% | +6.9% | +30.1% | +21.6% |
| All | +37.0% | +4.1% | +32.9% | +21.6% |
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 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