+576.0%
RKLB vs ILMN
-28.8%
+604.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.9% |
| 7D | +5.3% | +1.9% | +3.4% | +4.4% |
| 30D | -20.5% | +12.3% | -32.8% | -24.8% |
| 3M | -42.0% | +33.5% | -75.6% | -49.6% |
| 6M | -6.0% | +69.4% | -75.4% | -26.7% |
| YTD | -5.6% | +60.9% | -66.5% | -25.9% |
| 1Y | +38.0% | +115.0% | -77.0% | -6.6% |
| 3Y | +962.4% | +37.0% | +925.4% | +746.8% |
| 5Y | +336.5% | -53.1% | +389.7% | +421.9% |
| All | +576.0% | -28.8% | +604.8% | +711.1% |
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 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