+303.0%
ROST vs ILMN
+28.5%
+274.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.2% |
| 30D | -10.0% | +12.3% | -22.3% | -12.2% |
| 3M | +1.2% | +33.5% | -32.3% | -5.1% |
| 6M | +8.9% | +69.4% | -60.4% | -3.1% |
| YTD | +28.1% | +60.9% | -32.9% | +14.5% |
| 1Y | +53.0% | +115.0% | -62.0% | +27.2% |
| 3Y | +97.9% | +37.0% | +60.8% | +75.9% |
| 5Y | +112.0% | -53.1% | +165.1% | +133.0% |
| 10Y | +303.0% | +27.6% | +275.4% | +242.2% |
| All | +303.0% | +28.5% | +274.5% | +242.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling