+986.5%
ILMN vs RSG
+3,589.0%
-2,602.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +2.5% | -5.4% | -3.8% |
| 30D | -23.8% | +12.7% | -36.5% | -28.0% |
| 3M | +7.5% | +17.9% | -10.5% | -0.4% |
| 6M | +42.8% | +25.0% | +17.8% | +28.4% |
| YTD | +57.8% | +20.8% | +37.0% | +43.2% |
| 1Y | +72.6% | +24.3% | +48.3% | +54.7% |
| 3Y | +129.3% | +65.3% | +64.1% | +79.2% |
| 5Y | -44.5% | +99.1% | -143.6% | -60.1% |
| 10Y | +54.5% | +452.4% | -397.8% | -27.7% |
| All | +986.5% | +3,589.0% | -2,602.5% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling