+52.0%
ON vs ILMN
+74.5%
-22.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +3.3% | -6.0% | +9.3% | +4.9% |
| 30D | -3.1% | -23.0% | +19.9% | +1.6% |
| 3M | -9.2% | +10.4% | -19.7% | -10.1% |
| 6M | -31.4% | +49.4% | -80.8% | -34.9% |
| YTD | +36.0% | +62.3% | -26.4% | +25.2% |
| 1Y | +52.0% | +73.7% | -21.7% | +39.5% |
| All | +52.0% | +74.5% | -22.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling