+4,169.0%
COST vs ILMN
+1,401.8%
+2,767.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -3.1% | +1.2% | -4.4% | -3.3% |
| 30D | -2.8% | +9.2% | -12.0% | -3.7% |
| 3M | -5.7% | +29.8% | -35.5% | -8.3% |
| 6M | -8.8% | +69.2% | -78.0% | -13.8% |
| YTD | +6.7% | +66.4% | -59.7% | +0.8% |
| 1Y | -3.6% | +123.4% | -127.0% | -12.1% |
| 3Y | +75.1% | +33.2% | +41.9% | +65.3% |
| 5Y | +108.9% | -52.0% | +160.9% | +114.7% |
| 10Y | +586.2% | +33.6% | +552.6% | +527.4% |
| All | +4,169.0% | +1,401.8% | +2,767.2% | +2,338.5% |
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