-70.8%
OPEN vs ILMN
-37.7%
-33.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.8% |
| 7D | -4.3% | +1.2% | -5.5% | -5.1% |
| 30D | -16.2% | +9.2% | -25.4% | -21.9% |
| 3M | -36.4% | +29.8% | -66.2% | -48.1% |
| 6M | -35.5% | +69.2% | -104.7% | -57.8% |
| YTD | -46.0% | +66.4% | -112.3% | -65.1% |
| 1Y | -47.1% | +123.4% | -170.6% | -73.7% |
| 3Y | -19.0% | +33.2% | -52.2% | -40.9% |
| 5Y | -83.6% | -52.0% | -31.6% | -75.9% |
| All | -70.8% | -37.7% | -33.2% | -62.0% |
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