+652.2%
RGTI vs ILMN
+33.2%
+619.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.5% |
| 7D | +0.5% | -5.4% | +5.9% | +3.1% |
| 30D | -17.1% | +7.0% | -24.1% | -20.2% |
| 3M | -26.0% | +24.2% | -50.2% | -34.6% |
| 6M | -9.9% | +69.9% | -79.8% | -32.2% |
| YTD | -31.1% | +57.4% | -88.5% | -47.2% |
| 1Y | -8.5% | +107.9% | -116.4% | -41.1% |
| 3Y | +652.2% | +37.1% | +615.1% | +622.5% |
| All | +652.2% | +33.2% | +619.0% | +622.5% |
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