+6,185.4%
ROL vs ILMN
+1,331.5%
+4,854.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.2% | +9.2% | +2.0% |
| 7D | +11.7% | -28.3% | +40.0% | +15.9% |
| 30D | +27.7% | -24.0% | +51.7% | +31.4% |
| 3M | +3.7% | +4.1% | -0.4% | +2.0% |
| 6M | -27.8% | +49.6% | -77.3% | -32.4% |
| YTD | -34.7% | +58.6% | -93.3% | -39.6% |
| 1Y | -34.1% | +69.9% | -104.0% | -39.6% |
| 3Y | +5.9% | +82.9% | -77.0% | -6.5% |
| 5Y | +15.6% | -47.6% | +63.3% | +17.2% |
| 10Y | +226.5% | +58.8% | +167.7% | +180.7% |
| All | +6,185.4% | +1,331.5% | +4,854.0% | +3,192.0% |
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