+4.0%
ROL vs ILMN
+88.1%
-84.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.1% |
| 7D | +9.5% | -9.7% | +19.2% | +9.5% |
| 30D | +22.9% | -20.4% | +43.3% | +22.9% |
| 3M | +3.5% | +10.0% | -6.5% | +2.6% |
| 6M | -29.4% | +49.5% | -78.9% | -31.0% |
| YTD | -36.1% | +62.5% | -98.5% | -37.9% |
| 1Y | -34.4% | +76.0% | -110.3% | -36.5% |
| 3Y | +4.0% | +94.2% | -90.2% | +0.2% |
| All | +4.0% | +88.1% | -84.0% | +0.2% |
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