+31.8%
ILMN vs OVV
+63.7%
-31.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +9.2% | +11.7% | -2.6% | +7.6% |
| 3M | +29.8% | +9.8% | +20.0% | +28.0% |
| 6M | +69.2% | +26.6% | +42.6% | +63.1% |
| YTD | +66.4% | +67.0% | -0.6% | +54.0% |
| 1Y | +123.4% | +55.9% | +67.5% | +108.3% |
| 3Y | +33.2% | +45.5% | -12.3% | +23.6% |
| 5Y | -52.0% | +157.3% | -209.3% | -59.0% |
| All | +31.8% | +63.7% | -31.8% | +4.9% |
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