-9.1%
ODFL vs ILMN
+118.2%
-127.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +5.8% | -2.9% | +8.7% | +6.4% |
| 30D | -5.3% | -23.8% | +18.5% | -0.9% |
| 3M | -19.0% | +7.5% | -26.4% | -22.2% |
| 6M | -7.5% | +42.8% | -50.2% | -17.5% |
| YTD | +11.8% | +57.8% | -46.0% | -3.8% |
| 1Y | +29.7% | +72.6% | -42.9% | +8.9% |
| 3Y | -9.1% | +129.3% | -138.5% | -35.1% |
| All | -9.1% | +118.2% | -127.4% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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