+516.0%
ON vs ILMN
+61.7%
+454.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.6% |
| 7D | -1.4% | -2.6% | +1.1% | 0.0% |
| 30D | -10.9% | -20.6% | +9.8% | -1.9% |
| 3M | -14.9% | +17.5% | -32.3% | -22.8% |
| 6M | -33.0% | +55.6% | -88.6% | -47.1% |
| YTD | +27.6% | +68.3% | -40.7% | -4.7% |
| 1Y | +44.5% | +81.1% | -36.6% | +4.0% |
| 3Y | +7.4% | +112.2% | -104.8% | -33.6% |
| 5Y | +18.7% | -42.6% | +61.3% | +33.4% |
| 10Y | +516.0% | +70.5% | +445.5% | +343.4% |
| All | +516.0% | +61.7% | +454.3% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling