+15,549.5%
ROST vs ILMN
+1,342.1%
+14,207.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +0.9% | +0.7% | +0.1% | +0.8% |
| 30D | +5.1% | -22.7% | +27.8% | +7.9% |
| 3M | -4.3% | +8.6% | -12.9% | -5.9% |
| 6M | +9.4% | +43.8% | -34.4% | +3.6% |
| YTD | +32.5% | +59.8% | -27.3% | +23.4% |
| 1Y | +46.9% | +71.8% | -24.9% | +35.6% |
| 3Y | +98.1% | +119.0% | -20.9% | +74.0% |
| 5Y | +116.9% | -43.8% | +160.8% | +119.2% |
| 10Y | +310.9% | +56.4% | +254.4% | +266.4% |
| All | +15,549.5% | +1,342.1% | +14,207.4% | +9,488.8% |
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