-47.9%
RIG vs ILMN
+54.3%
-102.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.5% |
| 7D | +5.7% | -2.9% | +8.6% | +6.5% |
| 30D | -0.7% | -23.8% | +23.1% | +6.1% |
| 3M | -3.1% | +7.5% | -10.6% | -7.0% |
| 6M | -16.3% | +42.8% | -59.1% | -26.8% |
| YTD | +34.1% | +57.8% | -23.7% | +12.0% |
| 1Y | +38.2% | +72.6% | -34.5% | +12.0% |
| 3Y | -15.3% | +129.3% | -144.6% | -41.7% |
| 5Y | +62.5% | -44.5% | +107.0% | +74.4% |
| All | -47.9% | +54.3% | -102.2% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling