+1,045.4%
ILMN vs TROW
+970.2%
+75.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | +9.2% | -4.5% | +13.7% | +12.0% |
| 3M | +29.8% | +3.9% | +26.0% | +26.8% |
| 6M | +69.2% | +22.6% | +46.6% | +51.6% |
| YTD | +66.4% | +10.1% | +56.2% | +56.5% |
| 1Y | +123.4% | +3.6% | +119.8% | +116.3% |
| 3Y | +33.2% | +12.4% | +20.8% | +23.5% |
| 5Y | -52.0% | -37.5% | -14.5% | -40.8% |
| 10Y | +33.6% | +130.0% | -96.3% | -18.5% |
| All | +1,045.4% | +970.2% | +75.1% | +86.9% |
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