+58.0%
ILMN vs TROW
+120.8%
-62.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | -22.7% | +6.7% | -29.5% | -25.6% |
| 3M | +8.6% | -1.7% | +10.3% | +9.7% |
| 6M | +43.8% | +7.8% | +36.0% | +36.5% |
| YTD | +59.8% | +9.9% | +49.9% | +48.9% |
| 1Y | +71.8% | +8.7% | +63.1% | +61.0% |
| 3Y | +119.0% | +35.2% | +83.8% | +79.1% |
| 5Y | -43.8% | -37.5% | -6.4% | -32.1% |
| All | +58.0% | +120.8% | -62.9% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling