+5,715.2%
ROL vs ILMN
+1,401.8%
+4,313.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -4.1% | +9.2% | -13.3% | -5.3% |
| 3M | -22.5% | +29.8% | -52.4% | -25.3% |
| 6M | -37.7% | +69.2% | -106.9% | -42.1% |
| YTD | -39.6% | +66.4% | -106.0% | -43.9% |
| 1Y | -36.0% | +123.4% | -159.4% | -43.2% |
| 3Y | -5.1% | +33.2% | -38.3% | -11.9% |
| 5Y | -3.4% | -52.0% | +48.6% | +0.1% |
| 10Y | +215.2% | +33.6% | +181.6% | +177.9% |
| All | +5,715.2% | +1,401.8% | +4,313.4% | +2,956.7% |
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