+301.5%
ROST vs ILMN
+54.3%
+247.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.3% | -2.9% | +3.1% | +0.8% |
| 30D | +0.5% | -23.8% | +24.3% | +5.2% |
| 3M | -5.2% | +7.5% | -12.7% | -8.1% |
| 6M | +9.8% | +42.8% | -32.9% | -0.2% |
| YTD | +29.4% | +57.8% | -28.4% | +14.2% |
| 1Y | +44.4% | +72.6% | -28.3% | +24.9% |
| 3Y | +95.0% | +129.3% | -34.3% | +50.5% |
| 5Y | +111.9% | -44.5% | +156.4% | +122.7% |
| All | +301.5% | +54.3% | +247.2% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling