-83.4%
OPEN vs ILMN
-40.6%
-42.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.2% | -1.4% | -4.0% |
| 7D | -5.8% | -28.3% | +22.5% | +15.9% |
| 30D | -21.1% | -24.0% | +2.8% | -8.0% |
| 3M | -52.4% | +4.1% | -56.5% | -57.3% |
| 6M | -65.8% | +49.6% | -115.3% | -76.9% |
| YTD | -69.3% | +58.6% | -127.9% | -81.0% |
| 1Y | -75.2% | +69.9% | -145.1% | -85.4% |
| 3Y | -14.4% | +82.9% | -97.2% | -56.3% |
| 5Y | -92.0% | -47.6% | -44.4% | -89.4% |
| All | -83.4% | -40.6% | -42.9% | -79.2% |
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