+1,045.4%
ILMN vs RRX
+1,462.7%
-417.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +3.4% | -2.2% | -0.1% |
| 30D | +9.2% | -11.1% | +20.3% | +14.4% |
| 3M | +29.8% | -23.7% | +53.6% | +41.7% |
| 6M | +69.2% | -22.0% | +91.2% | +79.5% |
| YTD | +66.4% | +16.5% | +49.9% | +46.3% |
| 1Y | +123.4% | +11.5% | +111.9% | +98.6% |
| 3Y | +33.2% | +1.5% | +31.6% | +17.5% |
| 5Y | -52.0% | +18.3% | -70.2% | -61.3% |
| 10Y | +33.6% | +209.8% | -176.2% | -34.7% |
| All | +1,045.4% | +1,462.7% | -417.3% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling