+21.2%
ILMN vs RNG
+223.4%
-202.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | -9.2% | -9.6% | +0.4% | -6.7% |
| 30D | +4.4% | +8.8% | -4.4% | +1.8% |
| 3M | +23.9% | +78.6% | -54.7% | +3.2% |
| 6M | +64.5% | +70.3% | -5.8% | +37.0% |
| YTD | +53.5% | +140.3% | -86.9% | +11.3% |
| 1Y | +110.8% | +126.6% | -15.8% | +55.0% |
| 3Y | +30.7% | +120.2% | -89.6% | -7.8% |
| 5Y | -54.8% | -68.3% | +13.5% | -49.2% |
| All | +21.2% | +223.4% | -202.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling