+377.2%
COHR vs ILMN
-55.2%
+432.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +10.9% | -9.2% | +20.1% | +14.8% |
| 30D | -10.8% | +4.4% | -15.1% | -12.7% |
| 3M | -17.4% | +23.9% | -41.2% | -24.9% |
| 6M | +12.5% | +64.5% | -52.0% | -9.1% |
| YTD | +58.8% | +53.5% | +5.4% | +30.4% |
| 1Y | +183.3% | +110.8% | +72.5% | +100.7% |
| 3Y | +783.0% | +30.7% | +752.4% | +619.6% |
| 5Y | +377.2% | -54.8% | +432.1% | +511.2% |
| All | +377.2% | -55.2% | +432.4% | +511.2% |
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