-0.4%
ODFL vs ILMN
-43.3%
+43.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.8% |
| 7D | -3.0% | -2.6% | -0.5% | -2.6% |
| 30D | -6.1% | -20.6% | +14.5% | -2.0% |
| 3M | -20.9% | +17.5% | -38.4% | -25.4% |
| 6M | -13.6% | +55.6% | -69.2% | -24.4% |
| YTD | +9.4% | +68.3% | -58.9% | -7.0% |
| 1Y | +22.9% | +81.1% | -58.2% | +2.5% |
| 3Y | -9.8% | +112.2% | -121.9% | -31.4% |
| 5Y | -0.4% | -42.6% | +42.2% | -0.2% |
| All | -0.4% | -43.3% | +43.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling