+268.6%
RTX vs ILMN
+64.4%
+204.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.4% |
| 7D | -1.7% | -9.8% | +8.0% | -0.2% |
| 30D | +7.7% | -22.7% | +30.4% | +11.4% |
| 3M | -10.3% | +12.1% | -22.4% | -13.2% |
| 6M | +14.6% | +51.5% | -36.9% | +5.1% |
| YTD | +10.4% | +63.9% | -53.5% | -0.8% |
| 1Y | +13.5% | +76.6% | -63.0% | +0.6% |
| 3Y | +158.6% | +124.6% | +34.0% | +109.4% |
| 5Y | +147.3% | -42.7% | +190.0% | +160.3% |
| 10Y | +268.6% | +59.7% | +209.0% | +213.7% |
| All | +268.6% | +64.4% | +204.3% | +213.7% |
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