+214.7%
ROL vs ILMN
+64.4%
+150.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | 0.0% |
| 7D | +3.4% | -9.8% | +13.2% | +4.6% |
| 30D | +20.8% | -22.7% | +43.5% | +24.1% |
| 3M | +3.7% | +12.1% | -8.3% | +0.6% |
| 6M | -27.7% | +51.5% | -79.1% | -33.3% |
| YTD | -34.9% | +63.9% | -98.8% | -41.1% |
| 1Y | -33.3% | +76.6% | -109.9% | -40.4% |
| 3Y | +4.3% | +124.6% | -120.3% | -14.0% |
| 5Y | +15.0% | -42.7% | +57.7% | +20.4% |
| 10Y | +214.7% | +59.7% | +155.0% | +181.3% |
| All | +214.7% | +64.4% | +150.3% | +181.3% |
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