+7.9%
RDW vs ILMN
-40.4%
+48.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +9.9% | +7.8% |
| 7D | +9.5% | +1.9% | +7.6% | +8.5% |
| 30D | -17.4% | +12.3% | -29.7% | -21.3% |
| 3M | -39.5% | +33.5% | -73.1% | -46.6% |
| 6M | +31.3% | +69.4% | -38.0% | +5.8% |
| YTD | +47.8% | +60.9% | -13.2% | +19.7% |
| 1Y | +33.8% | +115.0% | -81.1% | -4.1% |
| 3Y | +262.3% | +37.0% | +225.2% | +192.6% |
| 5Y | -5.7% | -53.1% | +47.4% | -2.2% |
| All | +7.9% | -40.4% | +48.3% | +12.7% |
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