+40.5%
RIG vs ILMN
-43.3%
+83.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.1% |
| 7D | -17.0% | -2.6% | -14.5% | -16.6% |
| 30D | -6.2% | -20.6% | +14.5% | -2.2% |
| 3M | -1.7% | +17.5% | -19.2% | -6.5% |
| 6M | -19.2% | +55.6% | -74.8% | -28.4% |
| YTD | +25.2% | +68.3% | -43.1% | +7.6% |
| 1Y | +29.9% | +81.1% | -51.2% | +9.5% |
| 3Y | -21.3% | +112.2% | -133.5% | -40.3% |
| 5Y | +40.5% | -42.6% | +83.1% | +48.5% |
| All | +40.5% | -43.3% | +83.8% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling