+211.0%
RSP vs ILMN
+54.3%
+156.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.4% | -2.9% | +5.2% | +2.9% |
| 30D | +4.3% | -23.8% | +28.1% | +9.3% |
| 3M | -0.3% | +7.5% | -7.8% | -3.3% |
| 6M | +9.8% | +42.8% | -32.9% | -0.1% |
| YTD | +16.8% | +57.8% | -41.0% | +3.1% |
| 1Y | +19.5% | +72.6% | -53.1% | +3.4% |
| 3Y | +65.1% | +129.3% | -64.2% | +27.8% |
| 5Y | +48.7% | -44.5% | +93.2% | +55.2% |
| All | +211.0% | +54.3% | +156.7% | +165.1% |
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