-7.3%
COST vs ILMN
+108.3%
-115.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -1.0% |
| 7D | -2.8% | -3.9% | +1.1% | -3.0% |
| 30D | -5.3% | +6.9% | -12.2% | -4.9% |
| 3M | -6.7% | +28.1% | -34.8% | -5.5% |
| 6M | -9.9% | +65.0% | -74.9% | -7.8% |
| YTD | +5.1% | +56.3% | -51.2% | +7.4% |
| 1Y | -7.3% | +108.7% | -116.0% | -4.3% |
| All | -7.3% | +108.3% | -115.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling