-27.6%
RIG vs ILMN
+41.2%
-68.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.6% |
| 7D | +0.9% | +1.2% | -0.4% | +0.6% |
| 30D | +13.8% | +9.2% | +4.6% | +12.0% |
| 3M | -6.4% | +29.8% | -36.2% | -10.5% |
| 6M | -8.2% | +69.2% | -77.4% | -16.6% |
| YTD | +41.6% | +66.4% | -24.7% | +28.2% |
| 1Y | +88.7% | +123.4% | -34.7% | +57.8% |
| All | -27.6% | +41.2% | -68.8% | -43.1% |
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 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