+5,826.5%
COHR vs ILMN
+1,352.5%
+4,474.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +7.8% |
| 7D | +11.0% | +1.9% | +9.1% | +10.4% |
| 30D | -20.4% | +12.3% | -32.7% | -22.6% |
| 3M | -24.9% | +33.5% | -58.4% | -29.9% |
| 6M | +28.1% | +69.4% | -41.3% | +13.5% |
| YTD | +63.6% | +60.9% | +2.6% | +45.7% |
| 1Y | +205.9% | +115.0% | +91.0% | +154.4% |
| 3Y | +809.3% | +37.0% | +772.3% | +721.1% |
| 5Y | +397.1% | -53.1% | +450.2% | +442.4% |
| 10Y | +1,238.1% | +27.6% | +1,210.5% | +1,104.7% |
| All | +5,826.5% | +1,352.5% | +4,474.0% | +2,877.3% |
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