+296.1%
RCL vs ILMN
-43.7%
+339.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.6% |
| 7D | +8.5% | -9.8% | +18.3% | +11.7% |
| 30D | +20.4% | -22.7% | +43.1% | +28.6% |
| 3M | +11.0% | +12.1% | -1.1% | +3.8% |
| 6M | +24.9% | +51.5% | -26.6% | +4.8% |
| YTD | +23.9% | +63.9% | -40.0% | +0.1% |
| 1Y | +30.8% | +76.6% | -45.7% | +3.0% |
| 3Y | +270.4% | +124.6% | +145.8% | +145.0% |
| 5Y | +296.1% | -42.7% | +338.8% | +317.7% |
| All | +296.1% | -43.7% | +339.8% | +317.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling