-47.6%
ILMN vs RY
+124.6%
-172.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -6.0% |
| 7D | -28.3% | -1.1% | -27.2% | -27.5% |
| 30D | -24.0% | +4.4% | -28.4% | -26.2% |
| 3M | +4.1% | -2.9% | +7.0% | +6.2% |
| 6M | +49.6% | +15.6% | +34.0% | +31.8% |
| YTD | +58.6% | +21.8% | +36.8% | +33.0% |
| 1Y | +69.9% | +42.6% | +27.3% | +24.3% |
| 3Y | +82.9% | +160.9% | -78.0% | -21.6% |
| 5Y | -47.6% | +126.1% | -173.7% | -74.4% |
| All | -47.6% | +124.6% | -172.2% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling