+123.4%
ILMN vs OTIS
-14.9%
+138.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -0.7% | +2.0% | +1.4% |
| 30D | +9.2% | -2.0% | +11.2% | +9.6% |
| 3M | +29.8% | +2.6% | +27.3% | +28.4% |
| 6M | +69.2% | -20.9% | +90.1% | +85.2% |
| YTD | +66.4% | -17.1% | +83.5% | +77.6% |
| 1Y | +123.4% | -15.9% | +139.3% | +117.0% |
| All | +123.4% | -14.9% | +138.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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