-42.7%
ILMN vs OTIS
+1.1%
-43.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.2% |
| 7D | -9.8% | +1.7% | -11.5% | -10.7% |
| 30D | -22.7% | +18.5% | -41.2% | -30.6% |
| 3M | +12.1% | +7.9% | +4.2% | +6.2% |
| 6M | +51.5% | +5.7% | +45.8% | +44.5% |
| YTD | +63.9% | -9.1% | +72.9% | +70.8% |
| 1Y | +76.6% | -11.6% | +88.1% | +87.5% |
| 3Y | +124.6% | +0.6% | +124.0% | +104.3% |
| 5Y | -42.7% | +1.8% | -44.6% | -51.0% |
| All | -42.7% | +1.1% | -43.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling