-87.0%
OPEN vs ILMN
-39.1%
-47.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.5% | -24.3% | -23.5% |
| 7D | -22.2% | -9.7% | -12.5% | -17.6% |
| 30D | -38.3% | -20.4% | -17.9% | -30.7% |
| 3M | -59.4% | +10.0% | -69.4% | -65.2% |
| 6M | -74.4% | +49.5% | -123.8% | -82.8% |
| YTD | -76.0% | +62.5% | -138.5% | -85.4% |
| 1Y | -78.7% | +76.0% | -154.6% | -87.8% |
| 3Y | -30.0% | +94.2% | -124.2% | -66.1% |
| 5Y | -93.7% | -46.3% | -47.4% | -91.9% |
| All | -87.0% | -39.1% | -47.9% | -84.1% |
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