+147.4%
RTX vs ILMN
-44.7%
+192.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +4.8% | -2.9% | +7.6% | +5.0% |
| 30D | +6.5% | -23.8% | +30.3% | +8.6% |
| 3M | -9.6% | +7.5% | -17.1% | -11.0% |
| 6M | +12.3% | +42.8% | -30.4% | +7.4% |
| YTD | +9.5% | +57.8% | -48.4% | +3.1% |
| 1Y | +15.8% | +72.6% | -56.8% | +8.1% |
| 3Y | +157.0% | +129.3% | +27.7% | +125.5% |
| All | +147.4% | -44.7% | +192.1% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling