-25.1%
ON vs ILMN
+33.7%
-58.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.5% |
| 7D | +2.4% | +1.2% | +1.2% | +1.9% |
| 30D | -3.3% | +9.2% | -12.5% | -6.8% |
| 3M | -43.6% | +29.8% | -73.4% | -49.2% |
| 6M | +19.0% | +69.2% | -50.3% | -3.9% |
| YTD | +37.4% | +66.4% | -29.0% | +10.5% |
| 1Y | +54.8% | +123.4% | -68.6% | +7.0% |
| All | -25.1% | +33.7% | -58.8% | -41.4% |
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 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