+267.0%
RTX vs ILMN
+60.6%
+206.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | -5.1% | -9.7% | +4.5% | -3.7% |
| 30D | +5.1% | -20.4% | +25.5% | +8.3% |
| 3M | -14.8% | +10.0% | -24.8% | -17.3% |
| 6M | +8.0% | +49.5% | -41.4% | -0.7% |
| YTD | +4.5% | +62.5% | -58.0% | -6.0% |
| 1Y | +9.8% | +76.0% | -66.1% | -2.6% |
| 3Y | +144.2% | +94.2% | +50.0% | +103.7% |
| 5Y | +131.4% | -46.3% | +177.7% | +147.8% |
| All | +267.0% | +60.6% | +206.5% | +215.1% |
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