+3.9%
ILMN vs RUN
-31.9%
+35.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | +1.3% | 0.0% | +1.0% |
| 30D | +9.2% | -15.3% | +24.4% | +11.8% |
| 3M | +29.8% | -40.0% | +69.9% | +39.5% |
| 6M | +69.2% | -27.0% | +96.2% | +74.9% |
| YTD | +66.4% | -51.7% | +118.1% | +78.6% |
| 1Y | +123.4% | -45.9% | +169.3% | +132.9% |
| 3Y | +33.2% | -43.8% | +76.9% | +16.0% |
| 5Y | -52.0% | -80.5% | +28.5% | -53.7% |
| 10Y | +33.6% | +45.3% | -11.7% | -7.1% |
| All | +3.9% | -31.9% | +35.9% | -27.1% |
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