+2,300.4%
RCL vs ILMN
+1,366.8%
+933.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +6.5% | -9.7% | +16.2% | +8.5% |
| 30D | +15.9% | -20.4% | +36.3% | +20.6% |
| 3M | +2.7% | +10.0% | -7.4% | -1.0% |
| 6M | +15.2% | +49.5% | -34.2% | +3.8% |
| YTD | +19.2% | +62.5% | -43.3% | +4.9% |
| 1Y | +31.6% | +76.0% | -44.4% | +13.8% |
| 3Y | +274.2% | +94.2% | +180.0% | +206.5% |
| 5Y | +250.1% | -46.3% | +296.4% | +266.5% |
| 10Y | +388.4% | +62.7% | +325.7% | +308.5% |
| All | +2,300.4% | +1,366.8% | +933.6% | +984.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling