-37.7%
RBLX vs ILMN
-45.0%
+7.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.9% |
| 7D | +12.4% | +1.2% | +11.2% | +11.8% |
| 30D | +19.7% | +9.2% | +10.5% | +15.2% |
| 3M | -0.1% | +29.8% | -29.9% | -10.4% |
| 6M | -35.7% | +69.2% | -104.9% | -48.6% |
| YTD | -46.6% | +66.4% | -112.9% | -57.5% |
| 1Y | -66.6% | +123.4% | -190.0% | -77.4% |
| 3Y | +52.3% | +33.2% | +19.1% | +24.8% |
| 5Y | -47.7% | -52.0% | +4.2% | -10.8% |
| All | -37.7% | -45.0% | +7.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling