+556.1%
ON vs ILMN
+59.3%
+496.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.2% |
| 7D | +3.3% | -6.0% | +9.3% | +6.5% |
| 30D | -3.1% | -23.0% | +19.9% | +8.0% |
| 3M | -9.2% | +10.4% | -19.7% | -15.4% |
| 6M | -31.4% | +49.4% | -80.8% | -44.9% |
| YTD | +36.0% | +62.3% | -26.4% | +3.0% |
| 1Y | +52.0% | +73.7% | -21.7% | +11.3% |
| 3Y | +9.3% | +122.5% | -113.3% | -34.0% |
| 5Y | +26.5% | -43.2% | +69.7% | +42.4% |
| 10Y | +556.1% | +59.0% | +497.2% | +375.1% |
| All | +556.1% | +59.3% | +496.9% | +375.1% |
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 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