-66.5%
RBLX vs ILMN
+109.0%
-175.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | +8.0% | -3.9% | +11.9% | +8.0% |
| 30D | +20.2% | +6.9% | +13.3% | +20.1% |
| 3M | +3.5% | +28.1% | -24.6% | +3.7% |
| 6M | -28.9% | +65.0% | -93.9% | -27.9% |
| YTD | -45.1% | +56.3% | -101.4% | -44.4% |
| All | -66.5% | +109.0% | -175.5% | -64.7% |
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