+186.4%
COP vs ILMN
-51.8%
+238.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +3.0% | +1.2% | +1.8% | +2.9% |
| 30D | +17.5% | +9.2% | +8.3% | +16.6% |
| 3M | +13.4% | +29.8% | -16.5% | +10.8% |
| 6M | +17.7% | +69.2% | -51.5% | +12.3% |
| YTD | +46.6% | +66.4% | -19.8% | +39.5% |
| 1Y | +44.6% | +123.4% | -78.8% | +32.7% |
| 3Y | +20.7% | +33.2% | -12.5% | +12.8% |
| All | +186.4% | -51.8% | +238.2% | +167.8% |
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