+20.0%
ON vs ILMN
-44.7%
+64.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +12.2% | -2.9% | +15.1% | +13.6% |
| 30D | -3.1% | -23.8% | +20.7% | +7.0% |
| 3M | -12.9% | +7.5% | -20.3% | -17.1% |
| 6M | -38.6% | +42.8% | -81.4% | -48.3% |
| YTD | +31.2% | +57.8% | -26.6% | +4.2% |
| 1Y | +47.6% | +72.6% | -25.0% | +12.7% |
| 3Y | +6.6% | +129.3% | -122.7% | -32.6% |
| All | +20.0% | -44.7% | +64.7% | +39.1% |
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 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