-0.2%
ILMN vs OTIS
+97.1%
-97.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -0.7% | +2.0% | +1.6% |
| 30D | +9.2% | -2.0% | +11.2% | +10.1% |
| 3M | +29.8% | +2.6% | +27.3% | +28.0% |
| 6M | +69.2% | -20.9% | +90.1% | +86.5% |
| YTD | +66.4% | -17.1% | +83.5% | +79.2% |
| 1Y | +123.4% | -15.9% | +139.3% | +139.1% |
| 3Y | +33.2% | -12.7% | +45.9% | +38.1% |
| 5Y | -52.0% | -15.7% | -36.2% | -51.7% |
| All | -0.2% | +97.1% | -97.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling