-46.3%
RBLX vs ILMN
-52.9%
+6.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.6% |
| 7D | +10.2% | +1.9% | +8.3% | +9.3% |
| 30D | +18.6% | +12.3% | +6.3% | +13.3% |
| 3M | +6.0% | +33.5% | -27.6% | -5.5% |
| 6M | -29.5% | +69.4% | -98.8% | -43.1% |
| YTD | -44.7% | +60.9% | -105.6% | -55.1% |
| 1Y | -65.1% | +115.0% | -180.1% | -75.6% |
| 3Y | +54.5% | +37.0% | +17.5% | +25.2% |
| 5Y | -46.3% | -53.1% | +6.8% | -18.9% |
| All | -46.3% | -52.9% | +6.6% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling