+58.0%
ILMN vs RUN
+66.4%
-8.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.6% |
| 7D | +0.7% | -13.7% | +14.4% | +3.1% |
| 30D | -22.7% | +9.4% | -32.1% | -24.5% |
| 3M | +8.6% | -13.4% | +22.0% | +10.0% |
| 6M | +43.8% | -39.6% | +83.4% | +53.3% |
| YTD | +59.8% | -53.7% | +113.5% | +71.9% |
| 1Y | +71.8% | -56.2% | +128.0% | +86.0% |
| 3Y | +119.0% | -9.7% | +128.7% | +68.9% |
| 5Y | -43.8% | -85.5% | +41.7% | -43.6% |
| All | +58.0% | +66.4% | -8.5% | -1.0% |
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