+56.0%
ILMN vs RNG
+234.5%
-178.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -2.9% | +4.6% | -7.5% | -4.1% |
| 30D | -23.8% | +0.4% | -24.2% | -23.9% |
| 3M | +7.5% | +11.4% | -4.0% | +4.1% |
| 6M | +42.8% | +95.7% | -52.9% | +15.1% |
| YTD | +57.8% | +162.9% | -105.1% | +11.5% |
| 1Y | +72.6% | +180.3% | -107.6% | +19.4% |
| 3Y | +129.3% | +188.3% | -59.0% | +49.6% |
| 5Y | -44.5% | -72.5% | +28.0% | -34.2% |
| All | +56.0% | +234.5% | -178.4% | -12.3% |
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