+96.9%
COST vs ILMN
+103.6%
-6.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.2% |
| 7D | +2.5% | -2.6% | +5.0% | +2.4% |
| 30D | +12.8% | -20.6% | +33.4% | +12.6% |
| 3M | +12.7% | +17.5% | -4.8% | +12.1% |
| 6M | +6.0% | +55.6% | -49.6% | +4.8% |
| YTD | +24.4% | +68.3% | -44.0% | +22.6% |
| 1Y | +16.2% | +81.1% | -64.9% | +14.2% |
| 3Y | +96.9% | +112.2% | -15.3% | +90.9% |
| All | +96.9% | +103.6% | -6.8% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling