+1,045.4%
ILMN vs OMC
+253.8%
+791.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.3% |
| 7D | +1.2% | -6.4% | +7.6% | +4.4% |
| 30D | +9.2% | +1.1% | +8.1% | +8.2% |
| 3M | +29.8% | +10.4% | +19.4% | +22.2% |
| 6M | +69.2% | -1.7% | +70.9% | +68.2% |
| YTD | +66.4% | +4.4% | +61.9% | +57.8% |
| 1Y | +123.4% | +8.4% | +115.0% | +105.7% |
| 3Y | +33.2% | +14.4% | +18.8% | +18.6% |
| 5Y | -52.0% | +33.9% | -85.8% | -61.6% |
| 10Y | +33.6% | +34.9% | -1.2% | -3.5% |
| All | +1,045.4% | +253.8% | +791.6% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling