-45.5%
ILMN vs OVV
+84.0%
-129.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | -9.7% | -16.7% | +7.0% | -6.5% |
| 30D | -20.4% | -1.5% | -18.9% | -20.3% |
| 3M | +10.0% | +1.6% | +8.5% | +9.3% |
| 6M | +49.5% | +2.0% | +47.4% | +47.9% |
| YTD | +62.5% | +56.8% | +5.7% | +45.2% |
| 1Y | +76.0% | +64.8% | +11.1% | +55.1% |
| 3Y | +94.2% | +38.3% | +55.9% | +73.2% |
| All | -45.5% | +84.0% | -129.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling