+238.6%
RDW vs ILMN
+29.9%
+208.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +4.8% | -9.2% | +14.0% | +8.6% |
| 30D | -19.5% | +4.4% | -23.9% | -21.4% |
| 3M | -26.9% | +23.9% | -50.8% | -34.1% |
| 6M | +17.8% | +64.5% | -46.7% | -6.2% |
| YTD | +43.0% | +53.5% | -10.4% | +15.1% |
| 1Y | +32.1% | +110.8% | -78.7% | -8.5% |
| All | +238.6% | +29.9% | +208.7% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling