+61.0%
RSP vs ILMN
+88.1%
-27.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.7% |
| 7D | -1.0% | -9.7% | +8.7% | +0.1% |
| 30D | +2.6% | -20.4% | +23.0% | +5.0% |
| 3M | -0.8% | +10.0% | -10.8% | -3.2% |
| 6M | +6.3% | +49.5% | -43.2% | -1.1% |
| YTD | +14.1% | +62.5% | -48.4% | +4.3% |
| 1Y | +18.0% | +76.0% | -58.0% | +6.5% |
| 3Y | +61.0% | +94.2% | -33.1% | +38.1% |
| All | +61.0% | +88.1% | -27.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling