+261.1%
RCL vs ILMN
-46.1%
+307.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.6% |
| 7D | +6.5% | -9.7% | +16.2% | +9.4% |
| 30D | +15.9% | -20.4% | +36.3% | +22.6% |
| 3M | +2.7% | +10.0% | -7.4% | -3.5% |
| 6M | +15.2% | +49.5% | -34.2% | -3.0% |
| YTD | +19.2% | +62.5% | -43.3% | -3.4% |
| 1Y | +31.6% | +76.0% | -44.4% | +3.7% |
| 3Y | +274.2% | +94.2% | +180.0% | +162.1% |
| All | +261.1% | -46.1% | +307.3% | +286.1% |
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