+7.2%
ONON vs ILMN
-49.5%
+56.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.8% |
| 7D | +5.7% | -2.6% | +8.2% | +6.3% |
| 30D | +7.0% | -20.6% | +27.6% | +13.8% |
| 3M | -0.1% | +17.5% | -17.5% | -9.4% |
| 6M | +6.5% | +55.6% | -49.1% | -14.7% |
| YTD | -19.3% | +68.3% | -87.6% | -38.2% |
| 1Y | +7.2% | +81.1% | -73.9% | -20.6% |
| 3Y | +39.1% | +112.2% | -73.1% | -12.8% |
| 5Y | -0.8% | -42.6% | +41.7% | +26.8% |
| All | +7.2% | -49.5% | +56.7% | +52.6% |
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