+32.0%
RCL vs ILMN
+92.1%
-60.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.9% | +11.3% | +6.9% |
| 7D | +11.7% | -21.6% | +33.2% | +14.9% |
| 30D | +21.1% | -22.9% | +44.0% | +24.7% |
| 3M | +2.9% | +11.6% | -8.7% | -1.7% |
| 6M | +29.8% | +62.5% | -32.7% | +11.2% |
| YTD | +21.4% | +72.7% | -51.3% | 0.0% |
| 1Y | +32.0% | +93.9% | -61.8% | +3.7% |
| All | +32.0% | +92.1% | -60.1% | +3.7% |
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