+172.7%
ILMN vs RNG
+328.0%
-155.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -9.8% | -6.0% | -3.8% | -8.2% |
| 30D | -22.7% | -7.4% | -15.4% | -21.1% |
| 3M | +12.1% | +14.6% | -2.5% | +7.7% |
| 6M | +51.5% | +61.5% | -10.1% | +29.0% |
| YTD | +63.9% | +155.7% | -91.8% | +17.5% |
| 1Y | +76.6% | +172.5% | -95.9% | +24.1% |
| 3Y | +124.6% | +168.0% | -43.4% | +51.3% |
| 5Y | -42.7% | -73.8% | +31.1% | -32.1% |
| 10Y | +59.7% | +240.3% | -180.6% | -14.6% |
| All | +172.7% | +328.0% | -155.3% | +42.3% |
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 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