+1,510.6%
COP vs ILMN
+1,401.8%
+108.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +3.0% | +1.2% | +1.8% | +2.8% |
| 30D | +17.5% | +9.2% | +8.3% | +16.2% |
| 3M | +13.4% | +29.8% | -16.5% | +9.8% |
| 6M | +17.7% | +69.2% | -51.5% | +10.4% |
| YTD | +46.6% | +66.4% | -19.8% | +37.3% |
| 1Y | +44.6% | +123.4% | -78.8% | +30.3% |
| 3Y | +20.7% | +33.2% | -12.5% | +13.2% |
| 5Y | +185.0% | -52.0% | +237.0% | +192.4% |
| 10Y | +347.0% | +33.6% | +313.4% | +305.4% |
| All | +1,510.6% | +1,401.8% | +108.8% | +962.5% |
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