+89.5%
ILMN vs OVV
+35.0%
+54.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -7.7% |
| 7D | -28.3% | -14.9% | -13.4% | -26.5% |
| 30D | -24.0% | -0.9% | -23.0% | -24.0% |
| 3M | +4.1% | +5.6% | -1.5% | +2.8% |
| 6M | +49.6% | -2.5% | +52.1% | +49.6% |
| YTD | +58.6% | +57.8% | +0.8% | +41.3% |
| 1Y | +69.9% | +70.1% | -0.2% | +48.0% |
| All | +89.5% | +35.0% | +54.5% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling