+29.7%
RCL vs ILMN
+74.5%
-44.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.6% | -6.0% | +6.6% | +1.3% |
| 30D | +19.4% | -23.0% | +42.5% | +22.9% |
| 3M | +9.8% | +10.4% | -0.6% | +4.2% |
| 6M | +28.6% | +49.4% | -20.8% | +11.1% |
| YTD | +22.2% | +62.3% | -40.2% | 0.0% |
| 1Y | +29.7% | +73.7% | -44.0% | +2.0% |
| All | +29.7% | +74.5% | -44.8% | +2.0% |
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