+93.9%
ILMN vs TROW
+17.3%
+76.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.0% | -10.9% | -6.8% |
| 7D | -21.6% | +8.2% | -29.8% | -23.4% |
| 30D | -22.9% | +8.3% | -31.2% | -24.7% |
| 3M | +11.6% | -1.6% | +13.2% | +12.3% |
| 6M | +62.5% | +11.9% | +50.7% | +56.0% |
| YTD | +72.7% | +14.3% | +58.4% | +62.7% |
| 1Y | +93.9% | +17.0% | +76.9% | +80.4% |
| All | +93.9% | +17.3% | +76.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling