-20.0%
ONON vs ILMN
-50.1%
+30.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.7% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -26.7% | +9.2% | -35.9% | -29.5% |
| 3M | -25.3% | +29.8% | -55.1% | -33.4% |
| 6M | -35.3% | +69.2% | -104.5% | -48.5% |
| YTD | -39.8% | +66.4% | -106.2% | -52.2% |
| 1Y | -39.2% | +123.4% | -162.6% | -58.7% |
| 3Y | -4.2% | +33.2% | -37.4% | -21.3% |
| All | -20.0% | -50.1% | +30.1% | +18.0% |
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