-6.6%
RDW vs ILMN
-55.2%
+48.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +4.8% | -9.2% | +14.0% | +8.7% |
| 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% | -5.9% |
| YTD | +43.0% | +53.5% | -10.4% | +15.7% |
| 1Y | +32.1% | +110.8% | -78.7% | -7.7% |
| 3Y | +250.6% | +30.7% | +220.0% | +184.3% |
| 5Y | -6.6% | -54.8% | +48.2% | +38.3% |
| All | -6.6% | -55.2% | +48.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling