+123.4%
ILMN vs OSCR
+75.7%
+47.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +5.8% | -4.6% | +0.6% |
| 30D | +9.2% | +7.1% | +2.1% | +8.3% |
| 3M | +29.8% | +36.7% | -6.8% | +25.6% |
| 6M | +69.2% | +114.3% | -45.1% | +53.6% |
| YTD | +66.4% | +124.4% | -58.0% | +49.9% |
| 1Y | +123.4% | +75.5% | +47.9% | +105.2% |
| All | +123.4% | +75.7% | +47.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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