+93.9%
ILMN vs RUN
-53.7%
+147.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.0% |
| 7D | -21.6% | +18.5% | -40.0% | -22.1% |
| 30D | -22.9% | +15.5% | -38.4% | -23.4% |
| 3M | +11.6% | -20.3% | +31.9% | +12.5% |
| 6M | +62.5% | -30.8% | +93.3% | +65.0% |
| YTD | +72.7% | -52.2% | +124.9% | +71.9% |
| 1Y | +93.9% | -53.9% | +147.7% | +93.1% |
| All | +93.9% | -53.7% | +147.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling