+175.7%
COF vs ILMN
+54.3%
+121.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | +0.4% | -23.8% | +24.2% | +6.7% |
| 3M | -12.5% | +7.5% | -20.0% | -16.0% |
| 6M | +8.3% | +42.8% | -34.5% | -4.3% |
| YTD | -18.6% | +57.8% | -76.4% | -30.8% |
| 1Y | -8.6% | +72.6% | -81.2% | -24.4% |
| 3Y | +94.7% | +129.3% | -34.7% | +39.6% |
| 5Y | +35.3% | -44.5% | +79.8% | +42.4% |
| All | +175.7% | +54.3% | +121.4% | +118.4% |
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