-87.4%
OPEN vs ILMN
-39.2%
-48.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.8% |
| 7D | -31.1% | -6.0% | -25.1% | -28.3% |
| 30D | -34.7% | -23.0% | -11.7% | -24.6% |
| 3M | -61.9% | +10.4% | -72.3% | -67.4% |
| 6M | -71.9% | +49.4% | -121.3% | -81.0% |
| YTD | -76.6% | +62.3% | -138.9% | -85.8% |
| 1Y | -83.9% | +73.7% | -157.6% | -90.7% |
| 3Y | -34.4% | +122.5% | -156.9% | -71.5% |
| 5Y | -93.9% | -43.2% | -50.8% | -92.4% |
| All | -87.4% | -39.2% | -48.2% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling