-53.1%
ILMN vs RNG
-70.8%
+17.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +12.3% | +11.4% | +0.9% | +9.0% |
| 3M | +33.5% | +72.1% | -38.5% | +13.2% |
| 6M | +69.4% | +67.9% | +1.4% | +42.6% |
| YTD | +60.9% | +144.3% | -83.4% | +17.1% |
| 1Y | +115.0% | +117.5% | -2.6% | +61.6% |
| 3Y | +37.0% | +123.9% | -86.9% | -3.2% |
| 5Y | -53.1% | -70.1% | +17.0% | -49.4% |
| All | -53.1% | -70.8% | +17.6% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling