+89.5%
ILMN vs RY
+158.9%
-69.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -6.3% |
| 7D | -28.3% | -1.1% | -27.2% | -27.6% |
| 30D | -24.0% | +4.4% | -28.4% | -25.8% |
| 3M | +4.1% | -2.9% | +7.0% | +6.0% |
| 6M | +49.6% | +15.6% | +34.0% | +33.3% |
| YTD | +58.6% | +21.8% | +36.8% | +35.0% |
| 1Y | +69.9% | +42.6% | +27.3% | +26.1% |
| All | +89.5% | +158.9% | -69.4% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling