+25.7%
RDW vs ILMN
+115.7%
-90.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.8% |
| 7D | +0.9% | -5.4% | +6.2% | +1.9% |
| 30D | -21.3% | +7.0% | -28.3% | -22.6% |
| 3M | -37.9% | +24.2% | -62.1% | -41.7% |
| 6M | +12.3% | +69.9% | -57.7% | -3.8% |
| YTD | +39.7% | +57.4% | -17.7% | +18.0% |
| 1Y | +25.7% | +107.9% | -82.2% | +4.0% |
| All | +25.7% | +115.7% | -90.1% | +4.0% |
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