+207.1%
RSP vs ILMN
+32.2%
+174.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -0.3% | +9.2% | -9.5% | -2.3% |
| 3M | +4.3% | +29.8% | -25.6% | -1.6% |
| 6M | +8.8% | +69.2% | -60.4% | -3.2% |
| YTD | +15.3% | +66.4% | -51.1% | +2.3% |
| 1Y | +18.3% | +123.4% | -105.1% | -2.5% |
| 3Y | +52.8% | +33.2% | +19.6% | +36.6% |
| 5Y | +51.7% | -52.0% | +103.7% | +65.5% |
| All | +207.1% | +32.2% | +174.9% | +157.2% |
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