+93.9%
ILMN vs OMC
+24.5%
+69.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -5.1% |
| 7D | -21.6% | +12.5% | -34.1% | -22.1% |
| 30D | -22.9% | +16.3% | -39.2% | -23.7% |
| 3M | +11.6% | +8.1% | +3.5% | +11.2% |
| 6M | +62.5% | +17.2% | +45.4% | +59.2% |
| YTD | +72.7% | +11.8% | +61.0% | +69.7% |
| 1Y | +93.9% | +23.9% | +69.9% | +85.9% |
| All | +93.9% | +24.5% | +69.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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