+4.4%
ON vs ILMN
+126.6%
-122.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.7% |
| 7D | -4.1% | -9.8% | +5.7% | -0.3% |
| 30D | -10.2% | -22.7% | +12.5% | -2.2% |
| 3M | -12.7% | +12.1% | -24.8% | -18.0% |
| 6M | -32.5% | +51.5% | -84.0% | -43.9% |
| YTD | +28.6% | +63.9% | -35.3% | +2.0% |
| 1Y | +43.4% | +76.6% | -33.2% | +9.9% |
| All | +4.4% | +126.6% | -122.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling