-54.1%
ILMN vs RSG
+90.2%
-144.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -3.9% | 0.0% | -3.8% | -3.8% |
| 30D | +6.9% | +3.7% | +3.2% | +5.6% |
| 3M | +28.1% | +6.2% | +21.9% | +24.9% |
| 6M | +65.0% | -2.8% | +67.7% | +66.4% |
| YTD | +56.3% | +5.9% | +50.4% | +51.6% |
| 1Y | +108.7% | -1.8% | +110.5% | +109.4% |
| 3Y | +33.1% | +57.5% | -24.4% | -2.2% |
| 5Y | -54.1% | +91.1% | -145.2% | -71.9% |
| All | -54.1% | +90.2% | -144.3% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling