+176.9%
ILMN vs RNG
+327.7%
-150.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.5% |
| 7D | +1.2% | +5.8% | -4.6% | -0.3% |
| 30D | +9.2% | +19.6% | -10.4% | +3.8% |
| 3M | +29.8% | +67.0% | -37.2% | +10.5% |
| 6M | +69.2% | +88.4% | -19.2% | +37.2% |
| YTD | +66.4% | +155.5% | -89.1% | +19.4% |
| 1Y | +123.4% | +141.7% | -18.3% | +62.3% |
| 3Y | +33.2% | +131.1% | -97.9% | -6.5% |
| 5Y | -52.0% | -70.6% | +18.6% | -45.4% |
| 10Y | +33.6% | +228.2% | -194.6% | -27.9% |
| All | +176.9% | +327.7% | -150.8% | +44.7% |
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