-47.1%
OPEN vs ILMN
+127.6%
-174.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.8% |
| 30D | -16.2% | +9.2% | -25.4% | -19.8% |
| 3M | -36.4% | +29.8% | -66.2% | -43.8% |
| 6M | -35.5% | +69.2% | -104.7% | -49.8% |
| YTD | -46.0% | +66.4% | -112.3% | -58.7% |
| 1Y | -47.1% | +123.4% | -170.6% | -66.3% |
| All | -47.1% | +127.6% | -174.8% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling