+70.5%
ILMN vs OVV
+48.9%
+21.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | -10.7% | +8.2% | -1.1% |
| 30D | -20.6% | -5.3% | -15.3% | -20.1% |
| 3M | +17.5% | +2.4% | +15.1% | +16.9% |
| 6M | +55.6% | +5.7% | +50.0% | +53.8% |
| YTD | +68.3% | +56.8% | +11.6% | +56.8% |
| 1Y | +81.1% | +59.3% | +21.8% | +68.2% |
| 3Y | +112.2% | +49.0% | +63.2% | +96.2% |
| 5Y | -42.6% | +88.1% | -130.7% | -49.3% |
| 10Y | +70.5% | +42.5% | +27.9% | +39.3% |
| All | +70.5% | +48.9% | +21.6% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling