-42.6%
ILMN vs OVV
+85.0%
-127.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | -10.7% | +8.2% | -0.4% |
| 30D | -20.6% | -5.3% | -15.3% | -19.9% |
| 3M | +17.5% | +2.4% | +15.1% | +16.5% |
| 6M | +55.6% | +5.7% | +50.0% | +52.9% |
| YTD | +68.3% | +56.8% | +11.6% | +50.4% |
| 1Y | +81.1% | +59.3% | +21.8% | +61.0% |
| 3Y | +112.2% | +49.0% | +63.2% | +86.4% |
| 5Y | -42.6% | +88.1% | -130.7% | -51.7% |
| All | -42.6% | +85.0% | -127.6% | -51.7% |
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