-1.6%
ROL vs ILMN
+33.7%
-35.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -4.1% | +9.2% | -13.3% | -4.4% |
| 3M | -22.5% | +29.8% | -52.4% | -23.4% |
| 6M | -37.7% | +69.2% | -106.9% | -39.3% |
| YTD | -39.6% | +66.4% | -106.0% | -41.2% |
| 1Y | -36.0% | +123.4% | -159.4% | -39.1% |
| All | -1.6% | +33.7% | -35.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling