+439.4%
COF vs ILMN
+1,401.8%
-962.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | -0.6% | +9.2% | -9.7% | -2.5% |
| 3M | +20.3% | +29.8% | -9.6% | +13.8% |
| 6M | +13.0% | +69.2% | -56.2% | +1.2% |
| YTD | -8.3% | +66.4% | -74.7% | -18.2% |
| 1Y | -1.5% | +123.4% | -124.9% | -17.9% |
| 3Y | +122.3% | +33.2% | +89.1% | +100.1% |
| 5Y | +52.5% | -52.0% | +104.5% | +62.3% |
| 10Y | +264.9% | +33.6% | +231.3% | +209.5% |
| All | +439.4% | +1,401.8% | -962.3% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling