-54.1%
ILMN vs RRX
+16.5%
-70.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.0% |
| 7D | -3.9% | -0.7% | -3.1% | -3.6% |
| 30D | +6.9% | -8.0% | +14.9% | +9.9% |
| 3M | +28.1% | -25.1% | +53.2% | +38.8% |
| 6M | +65.0% | -18.3% | +83.2% | +70.1% |
| YTD | +56.3% | +14.2% | +42.1% | +37.4% |
| 1Y | +108.7% | +13.0% | +95.7% | +82.7% |
| 3Y | +33.1% | +4.2% | +28.9% | +16.7% |
| 5Y | -54.1% | +17.9% | -72.0% | -63.2% |
| All | -54.1% | +16.5% | -70.7% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling