+1,534.7%
COP vs ILMN
+1,366.8%
+167.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -11.5% | -9.7% | -1.8% | -10.6% |
| 30D | +5.0% | -20.4% | +25.4% | +7.1% |
| 3M | +17.5% | +10.0% | +7.5% | +15.4% |
| 6M | +16.2% | +49.5% | -33.3% | +10.1% |
| YTD | +48.8% | +62.5% | -13.7% | +38.8% |
| 1Y | +64.1% | +76.0% | -11.9% | +51.7% |
| 3Y | +25.7% | +94.2% | -68.5% | +12.5% |
| 5Y | +114.4% | -46.3% | +160.7% | +115.9% |
| 10Y | +331.7% | +62.7% | +268.9% | +283.6% |
| All | +1,534.7% | +1,366.8% | +167.9% | +974.3% |
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