-53.1%
ILMN vs OMC
+32.6%
-85.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.5% |
| 7D | +1.9% | -5.8% | +7.7% | +4.3% |
| 30D | +12.3% | -4.8% | +17.1% | +14.4% |
| 3M | +33.5% | +9.2% | +24.3% | +27.1% |
| 6M | +69.4% | -2.5% | +71.9% | +69.2% |
| YTD | +60.9% | +2.6% | +58.4% | +55.4% |
| 1Y | +115.0% | +5.9% | +109.0% | +102.1% |
| 3Y | +37.0% | +14.2% | +22.8% | +22.0% |
| 5Y | -53.1% | +33.2% | -86.4% | -62.7% |
| All | -53.1% | +32.6% | -85.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling