+53.5%
RGTI vs ILMN
-44.2%
+97.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -9.4% | +9.2% | -18.6% | -12.7% |
| 3M | -37.1% | +29.8% | -66.9% | -43.5% |
| 6M | -14.4% | +69.2% | -83.6% | -30.5% |
| YTD | -31.4% | +66.4% | -97.8% | -44.7% |
| 1Y | +0.5% | +123.4% | -122.9% | -28.6% |
| 3Y | +726.1% | +33.2% | +692.9% | +560.7% |
| 5Y | +56.2% | -52.0% | +108.2% | +34.7% |
| All | +53.5% | -44.2% | +97.7% | +33.1% |
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