+169.3%
RTX vs ILMN
-51.8%
+221.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.3% |
| 30D | -9.4% | +9.2% | -18.6% | -10.2% |
| 3M | +12.3% | +29.8% | -17.6% | +9.2% |
| 6M | -3.1% | +69.2% | -72.3% | -8.4% |
| YTD | +10.7% | +66.4% | -55.7% | +4.5% |
| 1Y | +28.4% | +123.4% | -95.0% | +17.0% |
| 3Y | +147.1% | +33.2% | +113.9% | +135.1% |
| All | +169.3% | -51.8% | +221.2% | +177.0% |
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