+49.5%
ILMN vs OMC
+12.4%
+37.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.3% |
| 7D | -9.7% | +6.3% | -16.0% | -8.9% |
| 30D | -20.4% | +15.4% | -35.8% | -19.6% |
| 3M | +10.0% | +5.8% | +4.3% | +11.5% |
| 6M | +49.5% | +14.7% | +34.8% | +48.7% |
| All | +49.5% | +12.4% | +37.1% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling