+379.0%
RCL vs ILMN
+61.7%
+317.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +1.8% |
| 7D | +5.0% | -2.6% | +7.5% | +5.5% |
| 30D | +19.4% | -20.6% | +40.0% | +27.3% |
| 3M | +5.9% | +17.5% | -11.5% | -2.9% |
| 6M | +23.8% | +55.6% | -31.8% | +1.9% |
| YTD | +22.8% | +68.3% | -45.5% | -2.9% |
| 1Y | +34.3% | +81.1% | -46.9% | +3.4% |
| 3Y | +276.4% | +112.2% | +164.3% | +152.6% |
| 5Y | +281.6% | -42.6% | +324.2% | +307.9% |
| 10Y | +379.0% | +70.5% | +308.5% | +277.9% |
| All | +379.0% | +61.7% | +317.3% | +277.9% |
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 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