+124.6%
ILMN vs OTIS
+2.0%
+122.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -9.8% | +1.7% | -11.5% | -10.3% |
| 30D | -22.7% | +18.5% | -41.2% | -27.8% |
| 3M | +12.1% | +7.9% | +4.2% | +8.5% |
| 6M | +51.5% | +5.7% | +45.8% | +47.5% |
| YTD | +63.9% | -9.1% | +72.9% | +70.0% |
| 1Y | +76.6% | -11.6% | +88.1% | +85.6% |
| 3Y | +124.6% | +0.6% | +124.0% | +91.3% |
| All | +124.6% | +2.0% | +122.6% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling