-93.3%
OPEN vs ILMN
-43.7%
-49.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -5.2% |
| 7D | -24.7% | -9.8% | -14.9% | -19.7% |
| 30D | -41.0% | -22.7% | -18.2% | -31.7% |
| 3M | -62.4% | +12.1% | -74.4% | -68.5% |
| 6M | -73.9% | +51.5% | -125.3% | -83.0% |
| YTD | -77.5% | +63.9% | -141.4% | -86.9% |
| 1Y | -83.6% | +76.6% | -160.1% | -91.0% |
| 3Y | -37.0% | +124.6% | -161.6% | -75.0% |
| 5Y | -93.3% | -42.7% | -50.6% | -90.6% |
| All | -93.3% | -43.7% | -49.6% | -90.6% |
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 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