+830.2%
COHR vs ILMN
+33.2%
+796.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.2% |
| 7D | +8.3% | -5.4% | +13.7% | +10.5% |
| 30D | -14.1% | +7.0% | -21.2% | -16.7% |
| 3M | -16.0% | +24.2% | -40.2% | -23.7% |
| 6M | +21.5% | +69.9% | -48.5% | -3.4% |
| YTD | +65.4% | +57.4% | +8.0% | +34.1% |
| 1Y | +195.0% | +107.9% | +87.1% | +108.1% |
| 3Y | +830.2% | +37.1% | +793.0% | +664.9% |
| All | +830.2% | +33.2% | +796.9% | +664.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling