+7.8%
ON vs ILMN
-46.1%
+54.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.5% |
| 7D | -11.7% | -9.7% | -2.0% | -8.0% |
| 30D | -23.3% | -20.4% | -2.9% | -16.8% |
| 3M | -19.2% | +10.0% | -29.2% | -23.9% |
| 6M | -40.1% | +49.5% | -89.6% | -50.6% |
| YTD | +16.9% | +62.5% | -45.6% | -8.2% |
| 1Y | +29.7% | +76.0% | -46.2% | -1.8% |
| 3Y | -4.4% | +94.2% | -98.6% | -35.3% |
| All | +7.8% | -46.1% | +54.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling