-26.0%
RBLX vs ILMN
-47.2%
+21.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +7.9% | +0.7% | +7.2% | +7.6% |
| 30D | +3.9% | -22.7% | +26.6% | +14.3% |
| 3M | +44.7% | +8.6% | +36.1% | +38.5% |
| 6M | +23.8% | +43.8% | -20.0% | +5.5% |
| YTD | -36.5% | +59.8% | -96.3% | -49.3% |
| 1Y | -50.7% | +71.8% | -122.5% | -61.9% |
| 3Y | +33.8% | +119.0% | -85.2% | -22.6% |
| 5Y | -52.2% | -43.8% | -8.4% | -28.5% |
| All | -26.0% | -47.2% | +21.2% | +9.9% |
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 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