-89.0%
RIG vs ILMN
+1,379.0%
-1,468.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -12.2% | -9.8% | -2.4% | -10.8% |
| 30D | -6.0% | -22.7% | +16.8% | -2.6% |
| 3M | -9.4% | +12.1% | -21.5% | -11.7% |
| 6M | -19.1% | +51.5% | -70.5% | -25.1% |
| YTD | +25.4% | +63.9% | -38.4% | +13.9% |
| 1Y | +23.3% | +76.6% | -53.2% | +10.6% |
| 3Y | -22.1% | +124.6% | -146.7% | -34.2% |
| 5Y | +50.1% | -42.7% | +92.9% | +52.4% |
| 10Y | -50.7% | +59.7% | -110.3% | -56.6% |
| All | -89.0% | +1,379.0% | -1,468.0% | -93.7% |
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