+123.4%
ILMN vs OMC
+9.8%
+113.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | +1.2% | -6.4% | +7.6% | +1.8% |
| 30D | +9.2% | +1.1% | +8.1% | +9.0% |
| 3M | +29.8% | +10.4% | +19.4% | +27.9% |
| 6M | +69.2% | -1.7% | +70.9% | +68.0% |
| YTD | +66.4% | +4.4% | +61.9% | +63.9% |
| 1Y | +123.4% | +8.4% | +115.0% | +116.4% |
| All | +123.4% | +9.8% | +113.6% | +116.4% |
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