-53.1%
ILMN vs OTIS
-14.6%
-38.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +12.3% | -4.7% | +17.0% | +15.5% |
| 3M | +33.5% | +1.2% | +32.3% | +31.9% |
| 6M | +69.4% | -20.5% | +89.9% | +93.2% |
| YTD | +60.9% | -18.4% | +79.4% | +80.0% |
| 1Y | +115.0% | -18.1% | +133.1% | +139.6% |
| 3Y | +37.0% | -10.6% | +47.6% | +36.0% |
| 5Y | -53.1% | -16.1% | -37.1% | -56.0% |
| All | -53.1% | -14.6% | -38.6% | -56.0% |
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