+27.8%
ILMN vs OMC
+29.9%
-2.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.6% |
| 7D | -3.9% | -4.2% | +0.4% | -2.4% |
| 30D | +6.9% | -7.5% | +14.4% | +9.7% |
| 3M | +28.1% | +4.6% | +23.5% | +25.0% |
| 6M | +65.0% | -4.8% | +69.8% | +66.3% |
| YTD | +56.3% | -1.0% | +57.3% | +53.8% |
| 1Y | +108.7% | +3.8% | +104.9% | +100.2% |
| 3Y | +33.1% | +10.2% | +22.9% | +24.8% |
| 5Y | -54.1% | +29.7% | -83.8% | -59.8% |
| 10Y | +27.8% | +32.3% | -4.5% | +6.2% |
| All | +27.8% | +29.9% | -2.0% | +6.2% |
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