+240.0%
COF vs ILMN
+25.5%
+214.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -6.1% | -9.2% | +3.1% | -3.7% |
| 30D | -5.2% | +4.4% | -9.5% | -6.5% |
| 3M | +17.0% | +23.9% | -6.9% | +9.9% |
| 6M | +12.9% | +64.5% | -51.6% | -2.2% |
| YTD | -13.5% | +53.5% | -67.0% | -24.3% |
| 1Y | -5.9% | +110.8% | -116.6% | -25.8% |
| 3Y | +117.1% | +30.7% | +86.5% | +88.2% |
| 5Y | +45.4% | -54.8% | +100.2% | +64.2% |
| All | +240.0% | +25.5% | +214.6% | +178.3% |
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