-27.9%
ILMN vs ONTO
+390.5%
-418.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.1% | -8.6% | -0.5% |
| 7D | -9.7% | -14.0% | +4.3% | -6.2% |
| 30D | -20.4% | -43.1% | +22.7% | -8.2% |
| 3M | +10.0% | -35.5% | +45.5% | +20.9% |
| 6M | +49.5% | -41.1% | +90.6% | +62.7% |
| YTD | +62.5% | +9.8% | +52.7% | +44.3% |
| 1Y | +76.0% | +31.5% | +44.5% | +47.3% |
| 3Y | +94.2% | +45.2% | +49.0% | +38.8% |
| 5Y | -46.3% | +86.7% | -133.0% | -67.0% |
| All | -27.9% | +390.5% | -418.4% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling