+27.8%
ILMN vs RUN
+43.6%
-15.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.1% |
| 7D | -3.9% | -1.8% | -2.1% | -3.6% |
| 30D | +6.9% | -10.8% | +17.7% | +8.8% |
| 3M | +28.1% | -30.2% | +58.3% | +34.9% |
| 6M | +65.0% | -22.3% | +87.3% | +69.0% |
| YTD | +56.3% | -52.2% | +108.5% | +68.9% |
| 1Y | +108.7% | -45.1% | +153.8% | +117.8% |
| 3Y | +33.1% | -37.1% | +70.2% | +11.2% |
| 5Y | -54.1% | -80.3% | +26.2% | -56.1% |
| 10Y | +27.8% | +45.2% | -17.4% | -20.9% |
| All | +27.8% | +43.6% | -15.7% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling