-51.4%
ILMN vs ONTO
+243.6%
-295.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -3.0% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +9.2% | -2.9% | +12.1% | +8.8% |
| 3M | +29.8% | -2.5% | +32.3% | +25.6% |
| 6M | +69.2% | +28.2% | +41.0% | +49.6% |
| YTD | +66.4% | +69.8% | -3.4% | +34.3% |
| 1Y | +123.4% | +162.9% | -39.5% | +57.0% |
| 3Y | +33.2% | +95.9% | -62.8% | -10.5% |
| All | -51.4% | +243.6% | -295.0% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling