-66.6%
RBLX vs ILMN
+127.6%
-194.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +12.4% | +1.2% | +11.2% | +12.4% |
| 30D | +19.7% | +9.2% | +10.5% | +19.7% |
| 3M | -0.1% | +29.8% | -29.9% | 0.0% |
| 6M | -35.7% | +69.2% | -104.9% | -34.7% |
| YTD | -46.6% | +66.4% | -112.9% | -45.8% |
| 1Y | -66.6% | +123.4% | -190.0% | -64.8% |
| All | -66.6% | +127.6% | -194.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling