+31.8%
ILMN vs RY
+373.9%
-342.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +1.2% | +3.1% | -1.9% | -0.8% |
| 30D | +9.2% | -0.3% | +9.5% | +9.2% |
| 3M | +29.8% | +8.7% | +21.2% | +21.9% |
| 6M | +69.2% | +28.5% | +40.7% | +40.8% |
| YTD | +66.4% | +25.1% | +41.3% | +40.3% |
| 1Y | +123.4% | +46.3% | +77.1% | +68.5% |
| 3Y | +33.2% | +154.9% | -121.8% | -32.7% |
| 5Y | -52.0% | +140.3% | -192.3% | -74.7% |
| All | +31.8% | +373.9% | -342.1% | -55.8% |
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