+15,088.1%
ROST vs ILMN
+1,401.8%
+13,686.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | -8.9% | +9.2% | -18.1% | -10.0% |
| 3M | -0.8% | +29.8% | -30.7% | -4.2% |
| 6M | +8.5% | +69.2% | -60.7% | +1.3% |
| YTD | +28.6% | +66.4% | -37.8% | +20.0% |
| 1Y | +52.3% | +123.4% | -71.1% | +36.4% |
| 3Y | +94.8% | +33.2% | +61.7% | +82.4% |
| 5Y | +110.8% | -52.0% | +162.7% | +117.9% |
| 10Y | +304.5% | +33.6% | +270.9% | +266.8% |
| All | +15,088.1% | +1,401.8% | +13,686.3% | +9,223.0% |
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