+2,267.9%
RCL vs ILMN
+1,331.5%
+936.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.1% | -1.4% |
| 7D | +3.9% | -28.3% | +32.2% | +10.7% |
| 30D | +11.8% | -24.0% | +35.7% | +17.5% |
| 3M | -0.8% | +4.1% | -4.9% | -3.3% |
| 6M | +23.6% | +49.6% | -25.9% | +11.3% |
| YTD | +17.6% | +58.6% | -41.0% | +4.0% |
| 1Y | +28.3% | +69.9% | -41.6% | +11.8% |
| 3Y | +261.4% | +82.9% | +178.6% | +199.8% |
| 5Y | +245.3% | -47.6% | +292.9% | +263.4% |
| 10Y | +381.8% | +58.8% | +323.0% | +305.1% |
| All | +2,267.9% | +1,331.5% | +936.4% | +975.1% |
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 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