+37.0%
ILMN vs TROW
+14.8%
+22.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +12.3% | -4.0% | +16.3% | +15.4% |
| 3M | +33.5% | +5.0% | +28.5% | +28.3% |
| 6M | +69.4% | +24.3% | +45.0% | +45.3% |
| YTD | +60.9% | +9.8% | +51.1% | +48.7% |
| 1Y | +115.0% | +6.4% | +108.5% | +102.3% |
| 3Y | +37.0% | +15.8% | +21.2% | +9.4% |
| All | +37.0% | +14.8% | +22.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling