+126.8%
COP vs ILMN
-43.8%
+170.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +0.7% | -6.0% | +6.7% | +1.1% |
| 30D | +0.2% | -23.0% | +23.3% | +1.7% |
| 3M | +10.2% | +10.4% | -0.2% | +8.5% |
| 6M | +20.1% | +49.4% | -29.3% | +15.1% |
| YTD | +50.5% | +62.3% | -11.8% | +42.4% |
| 1Y | +56.8% | +73.7% | -16.9% | +47.3% |
| 3Y | +30.3% | +122.5% | -92.2% | +16.0% |
| 5Y | +126.8% | -43.2% | +170.0% | +115.7% |
| All | +126.8% | -43.8% | +170.6% | +115.7% |
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 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