-28.2%
RBLX vs ILMN
-47.8%
+19.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | +1.2% | -2.9% | +4.1% | +2.4% |
| 30D | +5.0% | -23.8% | +28.8% | +16.2% |
| 3M | +31.5% | +7.5% | +24.1% | +26.4% |
| 6M | +18.9% | +42.8% | -23.8% | +1.7% |
| YTD | -38.4% | +57.8% | -96.2% | -50.5% |
| 1Y | -50.7% | +72.6% | -123.3% | -62.0% |
| 3Y | +28.8% | +129.3% | -100.5% | -27.8% |
| 5Y | -53.6% | -44.5% | -9.1% | -30.3% |
| All | -28.2% | -47.8% | +19.6% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling