-23.3%
ONON vs ILMN
-54.0%
+30.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.7% |
| 7D | -5.3% | -9.2% | +3.9% | -1.8% |
| 30D | -13.1% | +4.4% | -17.5% | -15.0% |
| 3M | -29.3% | +23.9% | -53.2% | -35.9% |
| 6M | -34.5% | +64.5% | -99.0% | -47.5% |
| YTD | -42.2% | +53.5% | -95.7% | -52.7% |
| 1Y | -37.3% | +110.8% | -148.1% | -56.6% |
| 3Y | -9.3% | +30.7% | -39.9% | -25.5% |
| All | -23.3% | -54.0% | +30.7% | +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 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