+106.2%
COST vs ILMN
-52.9%
+159.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -3.2% | +1.9% | -5.1% | -3.4% |
| 30D | -4.0% | +12.3% | -16.3% | -5.2% |
| 3M | -6.5% | +33.5% | -40.0% | -9.6% |
| 6M | -8.5% | +69.4% | -77.9% | -14.1% |
| YTD | +6.0% | +60.9% | -54.9% | -0.2% |
| 1Y | -5.8% | +115.0% | -120.8% | -15.2% |
| 3Y | +71.8% | +37.0% | +34.8% | +62.8% |
| 5Y | +106.2% | -53.1% | +159.4% | +167.2% |
| All | +106.2% | -52.9% | +159.1% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling