+269.0%
RTX vs ILMN
+59.3%
+209.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.4% | -6.0% | +7.4% | +2.4% |
| 30D | +7.8% | -23.0% | +30.9% | +11.6% |
| 3M | -9.8% | +10.4% | -20.2% | -12.4% |
| 6M | +13.5% | +49.4% | -35.9% | +4.3% |
| YTD | +10.9% | +62.3% | -51.4% | -0.2% |
| 1Y | +14.0% | +73.7% | -59.7% | +1.3% |
| 3Y | +159.9% | +122.5% | +37.4% | +110.8% |
| 5Y | +151.7% | -43.2% | +194.8% | +165.3% |
| 10Y | +269.0% | +59.0% | +210.0% | +214.6% |
| All | +269.0% | +59.3% | +209.7% | +214.6% |
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