+1,829.6%
RTX vs ILMN
+1,401.8%
+427.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | +12.3% | +29.8% | -17.6% | +8.4% |
| 6M | -3.1% | +69.2% | -72.3% | -9.6% |
| YTD | +10.7% | +66.4% | -55.7% | +3.2% |
| 1Y | +28.4% | +123.4% | -95.0% | +14.9% |
| 3Y | +147.1% | +33.2% | +113.9% | +130.5% |
| 5Y | +167.2% | -52.0% | +219.2% | +175.9% |
| 10Y | +274.7% | +33.6% | +241.1% | +234.8% |
| All | +1,829.6% | +1,401.8% | +427.8% | +930.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling