-54.8%
ILMN vs OSCR
+89.4%
-144.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | -9.2% | +1.1% | -10.3% | -9.3% |
| 30D | +4.4% | +16.5% | -12.1% | +2.2% |
| 3M | +23.9% | +17.0% | +6.9% | +21.0% |
| 6M | +64.5% | +145.0% | -80.5% | +44.9% |
| YTD | +53.5% | +126.7% | -73.3% | +36.0% |
| 1Y | +110.8% | +67.2% | +43.5% | +91.8% |
| 3Y | +30.7% | +405.1% | -374.5% | -5.9% |
| 5Y | -54.8% | +86.2% | -141.0% | -69.3% |
| All | -54.8% | +89.4% | -144.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling