+28.9%
RCL vs ILMN
+72.2%
-43.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | +17.8% | -23.8% | +41.7% | +21.3% |
| 3M | +4.9% | +7.5% | -2.5% | 0.0% |
| 6M | +23.7% | +42.8% | -19.0% | +8.0% |
| YTD | +17.8% | +57.8% | -40.0% | -2.7% |
| 1Y | +28.9% | +72.6% | -43.7% | +0.8% |
| All | +28.9% | +72.2% | -43.3% | +0.8% |
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