-2.6%
ILMN vs OTIS
+114.5%
-117.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.0% | -2.9% | -3.1% | -4.9% |
| 30D | -23.0% | +16.1% | -39.1% | -28.2% |
| 3M | +10.4% | +6.7% | +3.7% | +6.7% |
| 6M | +49.4% | +6.0% | +43.4% | +44.2% |
| YTD | +62.3% | -9.8% | +72.1% | +67.5% |
| 1Y | +73.7% | -12.3% | +86.0% | +81.6% |
| 3Y | +122.5% | -0.2% | +122.8% | +116.4% |
| 5Y | -43.2% | +1.0% | -44.1% | -46.1% |
| All | -2.6% | +114.5% | -117.2% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling