+6,054.1%
ROL vs ILMN
+1,366.8%
+4,687.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | +9.5% | -9.7% | +19.2% | +10.7% |
| 30D | +22.9% | -20.4% | +43.3% | +25.7% |
| 3M | +3.5% | +10.0% | -6.5% | +1.2% |
| 6M | -29.4% | +49.5% | -78.9% | -33.9% |
| YTD | -36.1% | +62.5% | -98.5% | -41.0% |
| 1Y | -34.4% | +76.0% | -110.3% | -40.1% |
| 3Y | +4.0% | +94.2% | -90.2% | -8.9% |
| 5Y | +13.2% | -46.3% | +59.6% | +14.4% |
| 10Y | +219.7% | +62.7% | +156.9% | +174.0% |
| All | +6,054.1% | +1,366.8% | +4,687.3% | +3,113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling