-54.1%
ILMN vs TROW
-38.1%
-16.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -1.8% |
| 7D | -3.9% | -1.5% | -2.4% | -2.8% |
| 30D | +6.9% | -5.3% | +12.2% | +11.0% |
| 3M | +28.1% | +2.9% | +25.2% | +24.7% |
| 6M | +65.0% | +22.2% | +42.7% | +42.8% |
| YTD | +56.3% | +8.1% | +48.2% | +45.8% |
| 1Y | +108.7% | +5.8% | +102.9% | +96.7% |
| 3Y | +33.1% | +14.0% | +19.1% | +16.9% |
| 5Y | -54.1% | -38.3% | -15.8% | -43.5% |
| All | -54.1% | -38.1% | -16.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling