+93.9%
ILMN vs OVV
+75.2%
+18.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -5.5% |
| 7D | -21.6% | -12.1% | -9.4% | -22.7% |
| 30D | -22.9% | +2.9% | -25.7% | -22.3% |
| 3M | +11.6% | +3.7% | +7.9% | +12.7% |
| 6M | +62.5% | +0.6% | +61.9% | +64.4% |
| YTD | +72.7% | +62.5% | +10.3% | +88.8% |
| 1Y | +93.9% | +72.0% | +21.8% | +113.0% |
| All | +93.9% | +75.2% | +18.7% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 1y: compounded portfolio wealth divided by compounded OVV 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…
1y analysis · Full analysis span regression · 6 months rolling