+1,744.0%
RTX vs ILMN
+1,331.5%
+412.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.2% | +4.9% | -2.3% |
| 7D | -3.8% | -28.3% | +24.5% | -0.2% |
| 30D | +4.7% | -24.0% | +28.6% | +7.7% |
| 3M | -13.4% | +4.1% | -17.5% | -14.6% |
| 6M | +11.8% | +49.6% | -37.7% | +5.4% |
| YTD | +5.8% | +58.6% | -52.8% | -1.5% |
| 1Y | +11.9% | +69.9% | -58.0% | +3.3% |
| 3Y | +146.3% | +82.9% | +63.4% | +119.7% |
| 5Y | +134.3% | -47.6% | +181.9% | +137.8% |
| 10Y | +277.9% | +58.8% | +219.1% | +230.8% |
| All | +1,744.0% | +1,331.5% | +412.5% | +883.5% |
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 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