+114.9%
ILMN vs RUN
-45.5%
+160.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -3.6% |
| 7D | +1.9% | +10.2% | -8.3% | +1.0% |
| 30D | +12.3% | -9.6% | +21.9% | +13.0% |
| 3M | +33.5% | -31.5% | +65.0% | +37.1% |
| 6M | +69.4% | -18.7% | +88.1% | +71.8% |
| YTD | +60.9% | -49.9% | +110.8% | +62.9% |
| All | +114.9% | -45.5% | +160.4% | +111.3% |
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