+609.0%
COST vs ILMN
+25.5%
+583.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.5% |
| 7D | -2.8% | -3.9% | +1.1% | -2.3% |
| 30D | -5.3% | +6.9% | -12.2% | -6.3% |
| 3M | -6.7% | +28.1% | -34.8% | -10.1% |
| 6M | -9.9% | +65.0% | -74.9% | -16.6% |
| YTD | +5.1% | +56.3% | -51.2% | -2.3% |
| 1Y | -7.3% | +108.7% | -116.0% | -18.2% |
| 3Y | +70.4% | +33.1% | +37.3% | +57.6% |
| 5Y | +104.4% | -54.1% | +158.5% | +123.4% |
| 10Y | +609.0% | +27.8% | +581.2% | +532.0% |
| All | +609.0% | +25.5% | +583.5% | +532.0% |
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