+11.1%
RDW vs ILMN
+92.1%
-81.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -3.4% |
| 7D | -14.3% | -21.6% | +7.2% | -8.0% |
| 30D | -26.0% | -22.9% | -3.1% | -20.4% |
| 3M | -27.4% | +11.6% | -39.0% | -29.4% |
| 6M | -10.6% | +62.5% | -73.2% | -27.8% |
| YTD | +1.6% | +72.7% | -71.1% | -35.4% |
| 1Y | +11.1% | +93.9% | -82.8% | -41.8% |
| All | +11.1% | +92.1% | -81.1% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling