+132.6%
RTX vs ILMN
-46.1%
+178.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -5.1% | -9.7% | +4.5% | -4.4% |
| 30D | +5.1% | -20.4% | +25.5% | +6.8% |
| 3M | -14.8% | +10.0% | -24.8% | -16.2% |
| 6M | +8.0% | +49.5% | -41.4% | +2.8% |
| YTD | +4.5% | +62.5% | -58.0% | -1.8% |
| 1Y | +9.8% | +76.0% | -66.1% | +2.4% |
| 3Y | +144.2% | +94.2% | +50.0% | +119.2% |
| All | +132.6% | -46.1% | +178.8% | +140.3% |
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