+51.1%
COF vs ILMN
-52.9%
+104.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.8% |
| 7D | +1.2% | +1.9% | -0.7% | +0.8% |
| 30D | -1.4% | +12.3% | -13.7% | -4.2% |
| 3M | +19.0% | +33.5% | -14.5% | +10.7% |
| 6M | +14.9% | +69.4% | -54.5% | +0.4% |
| YTD | -10.7% | +60.9% | -71.6% | -21.6% |
| 1Y | -1.3% | +115.0% | -116.3% | -20.7% |
| 3Y | +124.3% | +37.0% | +87.3% | +94.6% |
| 5Y | +51.1% | -53.1% | +104.3% | +63.2% |
| All | +51.1% | -52.9% | +104.0% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling