+24.3%
ILMN vs RSG
+428.9%
-404.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +7.0% | +4.0% | +3.1% | +5.0% |
| 3M | +24.2% | +7.4% | +16.8% | +19.4% |
| 6M | +69.9% | +0.1% | +69.8% | +68.3% |
| YTD | +57.4% | +6.0% | +51.4% | +50.9% |
| 1Y | +107.9% | -3.0% | +110.9% | +108.6% |
| 3Y | +37.1% | +56.5% | -19.4% | +1.4% |
| 5Y | -53.7% | +90.9% | -144.6% | -69.9% |
| All | +24.3% | +428.9% | -404.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling