-35.9%
RBLX vs ILMN
-48.3%
+12.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +8.0% | -3.9% | +11.9% | +9.5% |
| 30D | +20.2% | +6.9% | +13.3% | +16.6% |
| 3M | +3.5% | +28.1% | -24.6% | -6.8% |
| 6M | -28.9% | +65.0% | -93.9% | -42.7% |
| YTD | -45.1% | +56.3% | -101.4% | -55.4% |
| 1Y | -66.2% | +108.7% | -174.9% | -76.6% |
| 3Y | +53.5% | +33.1% | +20.4% | +23.5% |
| 5Y | -48.4% | -54.1% | +5.7% | -11.1% |
| All | -35.9% | -48.3% | +12.4% | -3.4% |
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