+336.7%
COP vs ILMN
+54.3%
+282.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +4.4% | -2.9% | +7.3% | +4.9% |
| 30D | 0.0% | -23.8% | +23.8% | +3.8% |
| 3M | +15.0% | +7.5% | +7.6% | +11.8% |
| 6M | +22.0% | +42.8% | -20.8% | +12.1% |
| YTD | +55.3% | +57.8% | -2.5% | +38.6% |
| 1Y | +64.1% | +72.6% | -8.5% | +43.7% |
| 3Y | +34.1% | +129.3% | -95.3% | +5.3% |
| 5Y | +133.4% | -44.5% | +177.9% | +144.8% |
| All | +336.7% | +54.3% | +282.4% | +258.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling