+302.2%
ROST vs ILMN
+28.5%
+273.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.4% |
| 30D | -10.2% | +12.3% | -22.4% | -12.4% |
| 3M | +1.0% | +33.5% | -32.5% | -5.3% |
| 6M | +8.7% | +69.4% | -60.6% | -3.3% |
| YTD | +27.8% | +60.9% | -33.1% | +14.3% |
| 1Y | +52.7% | +115.0% | -62.3% | +26.9% |
| 3Y | +97.5% | +37.0% | +60.5% | +75.5% |
| 5Y | +111.6% | -53.1% | +164.7% | +132.5% |
| 10Y | +302.2% | +27.6% | +274.6% | +241.5% |
| All | +302.2% | +28.5% | +273.7% | +241.5% |
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