+59.0%
ILMN vs RY
+355.6%
-296.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | -6.0% | -3.0% | -3.0% | -4.0% |
| 30D | -23.0% | +6.3% | -29.3% | -26.1% |
| 3M | +10.4% | -2.6% | +13.0% | +12.1% |
| 6M | +49.4% | +13.9% | +35.5% | +35.3% |
| YTD | +62.3% | +21.7% | +40.7% | +39.6% |
| 1Y | +73.7% | +40.4% | +33.2% | +34.7% |
| 3Y | +122.5% | +161.3% | -38.8% | +10.9% |
| 5Y | -43.2% | +126.5% | -169.6% | -68.8% |
| 10Y | +59.0% | +354.3% | -295.4% | -42.5% |
| All | +59.0% | +355.6% | -296.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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