-87.6%
RIG vs ILMN
+1,401.8%
-1,489.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 3M | -6.4% | +29.8% | -36.2% | -10.5% |
| 6M | -8.2% | +69.2% | -77.4% | -16.1% |
| YTD | +41.6% | +66.4% | -24.7% | +29.1% |
| 1Y | +88.7% | +123.4% | -34.7% | +62.9% |
| 3Y | -30.9% | +33.2% | -64.0% | -36.5% |
| 5Y | +57.7% | -52.0% | +109.6% | +65.1% |
| 10Y | -39.3% | +33.6% | -72.9% | -45.3% |
| All | -87.6% | +1,401.8% | -1,489.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling