-25.4%
ILMN vs ONTO
+449.2%
-474.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.0% | -8.4% | +0.4% |
| 7D | -2.6% | +1.4% | -3.9% | -3.2% |
| 30D | -20.6% | -34.1% | +13.5% | -12.0% |
| 3M | +17.5% | -37.1% | +54.5% | +30.2% |
| 6M | +55.6% | -31.8% | +87.4% | +62.7% |
| YTD | +68.3% | +22.9% | +45.4% | +44.9% |
| 1Y | +81.1% | +39.5% | +41.6% | +49.5% |
| 3Y | +112.2% | +57.7% | +54.5% | +48.7% |
| 5Y | -42.6% | +115.8% | -158.4% | -66.1% |
| All | -25.4% | +449.2% | -474.6% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling