+39.5%
COF vs ILMN
-43.3%
+82.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.4% |
| 7D | -5.8% | -2.6% | -3.2% | -5.4% |
| 30D | -0.3% | -20.6% | +20.3% | +4.0% |
| 3M | -8.5% | +17.5% | -25.9% | -13.4% |
| 6M | +5.6% | +55.6% | -50.0% | -6.9% |
| YTD | -17.1% | +68.3% | -85.4% | -29.1% |
| 1Y | -7.4% | +81.1% | -88.5% | -22.3% |
| 3Y | +99.1% | +112.2% | -13.1% | +51.1% |
| 5Y | +39.5% | -42.6% | +82.1% | +40.4% |
| All | +39.5% | -43.3% | +82.9% | +40.4% |
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 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