+112.0%
ROST vs ILMN
-44.7%
+156.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.3% | -2.9% | +3.1% | +0.7% |
| 30D | +0.5% | -23.8% | +24.3% | +4.4% |
| 3M | -5.2% | +7.5% | -12.7% | -7.8% |
| 6M | +9.8% | +42.8% | -32.9% | +0.9% |
| YTD | +29.4% | +57.8% | -28.4% | +15.9% |
| 1Y | +44.4% | +72.6% | -28.3% | +27.0% |
| 3Y | +95.0% | +129.3% | -34.3% | +53.7% |
| All | +112.0% | -44.7% | +156.6% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling