+215.7%
RSP vs ILMN
+59.3%
+156.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.3% | -6.0% | +5.7% | +0.9% |
| 30D | +4.4% | -23.0% | +27.5% | +9.2% |
| 3M | +1.3% | +10.4% | -9.2% | -2.3% |
| 6M | +10.0% | +49.4% | -39.4% | -0.9% |
| YTD | +17.6% | +62.3% | -44.7% | +3.2% |
| 1Y | +19.2% | +73.7% | -54.5% | +3.1% |
| 3Y | +66.0% | +122.5% | -56.5% | +29.6% |
| 5Y | +50.4% | -43.2% | +93.6% | +56.3% |
| 10Y | +215.7% | +59.0% | +156.7% | +167.9% |
| All | +215.7% | +59.3% | +156.4% | +167.9% |
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 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