+39,143.9%
ODFL vs ILMN
+1,366.8%
+37,777.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.7% |
| 7D | -4.4% | -9.7% | +5.3% | -3.1% |
| 30D | -6.1% | -20.4% | +14.3% | -3.5% |
| 3M | -21.9% | +10.0% | -31.9% | -23.7% |
| 6M | -17.6% | +49.5% | -67.0% | -23.1% |
| YTD | +5.6% | +62.5% | -56.9% | -3.1% |
| 1Y | +20.5% | +76.0% | -55.5% | +9.4% |
| 3Y | -14.8% | +94.2% | -109.0% | -25.3% |
| 5Y | -3.0% | -46.3% | +43.3% | -1.1% |
| 10Y | +607.6% | +62.7% | +544.9% | +519.7% |
| All | +39,143.9% | +1,366.8% | +37,777.2% | +23,613.5% |
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