+273.8%
RTX vs ILMN
+61.7%
+212.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +3.0% |
| 7D | -3.2% | -2.6% | -0.6% | -2.8% |
| 30D | +5.6% | -20.6% | +26.2% | +8.8% |
| 3M | -11.7% | +17.5% | -29.1% | -15.1% |
| 6M | +12.3% | +55.6% | -43.3% | +2.5% |
| YTD | +8.2% | +68.3% | -60.1% | -3.2% |
| 1Y | +12.6% | +81.1% | -68.5% | -0.6% |
| 3Y | +152.8% | +112.2% | +40.7% | +107.3% |
| 5Y | +140.2% | -42.6% | +182.8% | +153.7% |
| 10Y | +273.8% | +70.5% | +203.3% | +212.8% |
| All | +273.8% | +61.7% | +212.1% | +212.8% |
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