+93.9%
ILMN vs ONTO
+46.1%
+47.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.7% | +3.8% | -3.9% |
| 7D | -21.6% | -17.4% | -4.2% | -19.7% |
| 30D | -22.9% | -43.2% | +20.3% | -19.5% |
| 3M | +11.6% | -35.7% | +47.3% | +15.7% |
| 6M | +62.5% | -38.3% | +100.8% | +66.4% |
| YTD | +72.7% | +17.1% | +55.6% | +60.2% |
| 1Y | +93.9% | +43.1% | +50.7% | +74.4% |
| All | +93.9% | +46.1% | +47.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling