+986.5%
ILMN vs TROW
+975.2%
+11.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -23.8% | +9.3% | -33.2% | -27.3% |
| 3M | +7.5% | -0.9% | +8.4% | +8.0% |
| 6M | +42.8% | +8.3% | +34.4% | +36.1% |
| YTD | +57.8% | +10.6% | +47.2% | +47.9% |
| 1Y | +72.6% | +10.5% | +62.1% | +61.7% |
| 3Y | +129.3% | +36.5% | +92.8% | +91.8% |
| 5Y | -44.5% | -37.1% | -7.4% | -31.8% |
| 10Y | +54.5% | +125.2% | -70.7% | -4.9% |
| All | +986.5% | +975.2% | +11.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling