-45.5%
ILMN vs RUN
-82.6%
+37.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.3% |
| 7D | -9.7% | +33.4% | -43.1% | -14.2% |
| 30D | -20.4% | +31.1% | -51.5% | -24.3% |
| 3M | +10.0% | +6.4% | +3.6% | +7.8% |
| 6M | +49.5% | -22.2% | +71.7% | +52.8% |
| YTD | +62.5% | -45.8% | +108.3% | +70.3% |
| 1Y | +76.0% | -51.1% | +127.1% | +86.6% |
| 3Y | +94.2% | -3.0% | +97.2% | +43.6% |
| All | -45.5% | -82.6% | +37.0% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling