+21.2%
ILMN vs TROW
+132.8%
-111.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -9.2% | -3.0% | -6.2% | -7.5% |
| 30D | +4.4% | -5.5% | +9.8% | +8.0% |
| 3M | +23.9% | +2.3% | +21.6% | +21.7% |
| 6M | +64.5% | +23.9% | +40.6% | +44.4% |
| YTD | +53.5% | +7.9% | +45.6% | +44.9% |
| 1Y | +110.8% | +6.1% | +104.6% | +100.3% |
| 3Y | +30.7% | +13.8% | +16.8% | +18.4% |
| 5Y | -54.8% | -38.2% | -16.6% | -45.1% |
| All | +21.2% | +132.8% | -111.6% | -9.1% |
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