+37.0%
ILMN vs RNG
+120.7%
-83.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +12.3% | +11.4% | +0.9% | +9.9% |
| 3M | +33.5% | +72.1% | -38.5% | +18.4% |
| 6M | +69.4% | +67.9% | +1.4% | +49.2% |
| YTD | +60.9% | +144.3% | -83.4% | +26.0% |
| 1Y | +115.0% | +117.5% | -2.6% | +73.9% |
| 3Y | +37.0% | +123.9% | -86.9% | +3.1% |
| All | +37.0% | +120.7% | -83.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling