+170.2%
ILMN vs RNG
+338.4%
-168.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.6% |
| 7D | -6.0% | -3.5% | -2.5% | -5.1% |
| 30D | -23.0% | -3.8% | -19.3% | -22.2% |
| 3M | +10.4% | +18.6% | -8.1% | +5.1% |
| 6M | +49.4% | +69.2% | -19.8% | +25.6% |
| YTD | +62.3% | +161.9% | -99.5% | +15.6% |
| 1Y | +73.7% | +176.2% | -102.5% | +21.6% |
| 3Y | +122.5% | +174.5% | -52.0% | +48.9% |
| 5Y | -43.2% | -71.9% | +28.8% | -33.9% |
| 10Y | +59.0% | +235.4% | -176.4% | -14.7% |
| All | +170.2% | +338.4% | -168.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling