+51.6%
COHR vs ILMN
+92.1%
-40.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -4.7% |
| 7D | -18.6% | -21.6% | +3.0% | -13.4% |
| 30D | -41.5% | -22.9% | -18.7% | -37.9% |
| 3M | -39.7% | +11.6% | -51.3% | -39.3% |
| 6M | -40.9% | +62.5% | -103.4% | -45.9% |
| YTD | +5.7% | +72.7% | -67.0% | -6.3% |
| 1Y | +51.6% | +93.9% | -42.3% | +29.7% |
| All | +51.6% | +92.1% | -40.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling