+58.0%
ILMN vs OMC
+51.0%
+7.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -22.7% | +10.6% | -33.4% | -25.6% |
| 3M | +8.6% | +2.6% | +6.0% | +7.0% |
| 6M | +43.8% | +16.6% | +27.2% | +34.2% |
| YTD | +59.8% | +10.9% | +48.9% | +50.4% |
| 1Y | +71.8% | +22.1% | +49.7% | +55.5% |
| 3Y | +119.0% | +27.5% | +91.5% | +94.4% |
| 5Y | -43.8% | +50.6% | -94.4% | -53.3% |
| All | +58.0% | +51.0% | +7.0% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling