+44,129.1%
ODFL vs ILMN
+1,401.8%
+42,727.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.3% |
| 7D | -6.3% | +1.2% | -7.5% | -6.4% |
| 30D | -13.6% | +9.2% | -22.8% | -14.8% |
| 3M | -24.2% | +29.8% | -54.0% | -27.2% |
| 6M | -13.8% | +69.2% | -83.0% | -20.4% |
| YTD | +19.0% | +66.4% | -47.3% | +9.8% |
| 1Y | +25.7% | +123.4% | -97.7% | +10.5% |
| 3Y | -13.1% | +33.2% | -46.3% | -19.2% |
| 5Y | +26.7% | -52.0% | +78.6% | +32.0% |
| 10Y | +721.5% | +33.6% | +687.9% | +637.8% |
| All | +44,129.1% | +1,401.8% | +42,727.3% | +26,763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling