+216.0%
ROL vs ILMN
+60.6%
+155.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | +9.5% | -9.7% | +19.2% | +10.8% |
| 30D | +22.9% | -20.4% | +43.3% | +25.8% |
| 3M | +3.5% | +10.0% | -6.5% | +0.6% |
| 6M | -29.4% | +49.5% | -78.9% | -34.8% |
| YTD | -36.1% | +62.5% | -98.5% | -42.0% |
| 1Y | -34.4% | +76.0% | -110.3% | -41.3% |
| 3Y | +4.0% | +94.2% | -90.2% | -11.9% |
| 5Y | +13.2% | -46.3% | +59.6% | +20.2% |
| All | +216.0% | +60.6% | +155.5% | +184.8% |
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