+331.9%
RCL vs ILMN
+54.3%
+277.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | +17.8% | -23.8% | +41.7% | +27.3% |
| 3M | +4.9% | +7.5% | -2.5% | -0.9% |
| 6M | +23.7% | +42.8% | -19.0% | +4.9% |
| YTD | +17.8% | +57.8% | -40.0% | -4.8% |
| 1Y | +28.9% | +72.6% | -43.7% | +0.8% |
| 3Y | +241.9% | +129.3% | +112.5% | +122.1% |
| 5Y | +295.4% | -44.5% | +339.9% | +326.6% |
| All | +331.9% | +54.3% | +277.6% | +247.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling