-41.9%
RIG vs ILMN
+25.5%
-67.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -8.2% | -3.9% | -4.3% | -7.2% |
| 30D | -0.2% | +6.9% | -7.1% | -2.4% |
| 3M | -2.7% | +28.1% | -30.8% | -10.1% |
| 6M | -7.5% | +65.0% | -72.4% | -21.4% |
| YTD | +38.3% | +56.3% | -18.0% | +18.3% |
| 1Y | +81.8% | +108.7% | -26.9% | +39.7% |
| 3Y | -30.2% | +33.1% | -63.3% | -40.9% |
| 5Y | +59.9% | -54.1% | +114.1% | +85.2% |
| 10Y | -41.9% | +27.8% | -69.7% | -49.3% |
| All | -41.9% | +25.5% | -67.4% | -49.3% |
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 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