-8.2%
RIG vs ILMN
+66.7%
-74.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.9% |
| 7D | +0.9% | +1.2% | -0.4% | +0.9% |
| 30D | +13.8% | +9.2% | +4.6% | +14.1% |
| 3M | -6.4% | +29.8% | -36.2% | -3.2% |
| 6M | -8.2% | +69.2% | -77.4% | -2.1% |
| All | -8.2% | +66.7% | -74.9% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling