+1,834.2%
RCL vs ILMN
+1,401.8%
+432.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.2% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | -19.0% | +9.2% | -28.2% | -20.7% |
| 3M | -9.6% | +29.8% | -39.4% | -14.9% |
| 6M | -6.7% | +69.2% | -75.9% | -17.1% |
| YTD | -3.9% | +66.4% | -70.3% | -14.8% |
| 1Y | -25.1% | +123.4% | -148.5% | -38.2% |
| 3Y | +179.1% | +33.2% | +145.9% | +150.5% |
| 5Y | +243.3% | -52.0% | +295.3% | +271.5% |
| 10Y | +325.8% | +33.6% | +292.2% | +270.6% |
| All | +1,834.2% | +1,401.8% | +432.4% | +781.3% |
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