+23.9%
ONDS vs ILMN
-35.0%
+58.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.5% |
| 7D | -3.5% | +1.2% | -4.8% | -4.0% |
| 30D | -14.1% | +9.2% | -23.3% | -17.5% |
| 3M | -36.3% | +29.8% | -66.2% | -43.7% |
| 6M | -27.5% | +69.2% | -96.7% | -43.3% |
| YTD | -21.9% | +66.4% | -88.3% | -39.3% |
| 1Y | +43.0% | +123.4% | -80.4% | -4.8% |
| 3Y | +697.1% | +33.2% | +663.9% | +544.5% |
| 5Y | -1.2% | -52.0% | +50.8% | +26.3% |
| All | +23.9% | -35.0% | +58.9% | +31.8% |
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