+94.2%
ILMN vs RUN
-8.7%
+102.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.3% |
| 7D | -9.7% | +33.4% | -43.1% | -12.8% |
| 30D | -20.4% | +31.1% | -51.5% | -23.1% |
| 3M | +10.0% | +6.4% | +3.6% | +8.5% |
| 6M | +49.5% | -22.2% | +71.7% | +52.0% |
| YTD | +62.5% | -45.8% | +108.3% | +68.1% |
| 1Y | +76.0% | -51.1% | +127.1% | +83.6% |
| 3Y | +94.2% | -3.0% | +97.2% | +34.4% |
| All | +94.2% | -8.7% | +102.9% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling