+271.9%
ON vs ILMN
+1,401.8%
-1,129.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | -3.3% | +9.2% | -12.5% | -5.9% |
| 3M | -43.6% | +29.8% | -73.4% | -47.6% |
| 6M | +19.0% | +69.2% | -50.3% | +2.6% |
| YTD | +37.4% | +66.4% | -29.0% | +18.3% |
| 1Y | +54.8% | +123.4% | -68.6% | +21.8% |
| 3Y | -25.2% | +33.2% | -58.3% | -33.7% |
| 5Y | +62.7% | -52.0% | +114.7% | +81.3% |
| 10Y | +574.3% | +33.6% | +540.7% | +486.3% |
| All | +271.9% | +1,401.8% | -1,129.9% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling