+5.1%
ILMN vs RUN
-25.4%
+30.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.0% |
| 7D | -2.6% | +18.1% | -20.6% | -5.3% |
| 30D | -20.6% | +27.5% | -48.1% | -24.0% |
| 3M | +17.5% | -4.5% | +22.0% | +17.2% |
| 6M | +55.6% | -33.3% | +88.9% | +62.8% |
| YTD | +68.3% | -47.1% | +115.4% | +76.7% |
| 1Y | +81.1% | -43.1% | +124.3% | +87.1% |
| 3Y | +112.2% | -3.0% | +115.1% | +67.9% |
| 5Y | -42.6% | -82.6% | +40.0% | -44.2% |
| 10Y | +70.5% | +103.3% | -32.9% | +14.6% |
| All | +5.1% | -25.4% | +30.6% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling