+186.3%
COF vs ILMN
+60.8%
+125.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -6.2% | -9.8% | +3.6% | -3.8% |
| 30D | -1.7% | -22.7% | +21.0% | +4.1% |
| 3M | -10.2% | +12.1% | -22.3% | -14.7% |
| 6M | +4.2% | +51.5% | -47.3% | -9.4% |
| YTD | -18.2% | +63.9% | -82.1% | -31.2% |
| 1Y | -9.7% | +76.6% | -86.3% | -25.7% |
| 3Y | +95.0% | +124.6% | -29.6% | +41.0% |
| 5Y | +36.8% | -42.7% | +79.6% | +42.9% |
| All | +186.3% | +60.8% | +125.5% | +125.2% |
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 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