+56.0%
ILMN vs OVV
+58.9%
-2.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -2.9% | +8.0% | -10.9% | -3.9% |
| 30D | -23.8% | -2.0% | -21.8% | -23.7% |
| 3M | +7.5% | +5.4% | +2.0% | +6.5% |
| 6M | +42.8% | +14.3% | +28.5% | +39.6% |
| YTD | +57.8% | +69.4% | -11.6% | +45.5% |
| 1Y | +72.6% | +72.4% | +0.2% | +58.6% |
| 3Y | +129.3% | +58.4% | +71.0% | +110.4% |
| 5Y | -44.5% | +106.1% | -150.6% | -51.5% |
| All | +56.0% | +58.9% | -2.8% | +26.3% |
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