+5,368.6%
ILMN vs OVV
+148.3%
+5,220.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -7.7% |
| 7D | -28.3% | -14.9% | -13.4% | -26.3% |
| 30D | -24.0% | -0.9% | -23.0% | -23.9% |
| 3M | +4.1% | +5.6% | -1.5% | +2.8% |
| 6M | +49.6% | -2.5% | +52.1% | +49.2% |
| YTD | +58.6% | +57.8% | +0.8% | +44.1% |
| 1Y | +69.9% | +70.1% | -0.2% | +52.0% |
| 3Y | +82.9% | +35.1% | +47.7% | +67.6% |
| 5Y | -47.6% | +86.1% | -133.7% | -56.2% |
| 10Y | +58.8% | +55.5% | +3.3% | +9.1% |
| All | +5,368.6% | +148.3% | +5,220.3% | +3,298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling