+504.1%
RKLB vs ILMN
-25.5%
+529.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +9.4% |
| 7D | +13.0% | -2.6% | +15.6% | +14.9% |
| 30D | -13.7% | -20.6% | +6.9% | -4.8% |
| 3M | -28.9% | +17.5% | -46.4% | -34.3% |
| 6M | -44.2% | +55.6% | -99.8% | -55.1% |
| YTD | -15.6% | +68.3% | -84.0% | -35.3% |
| 1Y | +14.0% | +81.1% | -67.1% | -15.0% |
| 3Y | +1,275.2% | +112.2% | +1,163.1% | +790.7% |
| 5Y | +296.6% | -42.6% | +339.2% | +345.9% |
| All | +504.1% | -25.5% | +529.6% | +608.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling