-34.7%
ROL vs ILMN
+92.1%
-126.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.7% | +2.3% |
| 7D | +14.6% | -21.6% | +36.1% | +12.4% |
| 30D | +29.3% | -22.9% | +52.1% | +26.9% |
| 3M | +2.0% | +11.6% | -9.6% | +2.1% |
| 6M | -28.5% | +62.5% | -91.1% | -28.8% |
| YTD | -35.3% | +72.7% | -108.0% | -36.4% |
| 1Y | -34.7% | +93.9% | -128.5% | -37.1% |
| All | -34.7% | +92.1% | -126.8% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling