+107.9%
ILMN vs OSCR
+64.1%
+43.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | +7.0% | +10.7% | -3.7% | +5.8% |
| 3M | +24.2% | +13.4% | +10.9% | +22.3% |
| 6M | +69.9% | +144.6% | -74.6% | +52.3% |
| YTD | +57.4% | +128.0% | -70.6% | +41.7% |
| 1Y | +107.9% | +68.7% | +39.2% | +90.5% |
| All | +107.9% | +64.1% | +43.7% | +90.5% |
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