+4,877.7%
COST vs ILMN
+1,419.4%
+3,458.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.9% |
| 7D | +2.5% | -2.6% | +5.0% | +2.6% |
| 30D | +12.8% | -20.6% | +33.4% | +14.8% |
| 3M | +12.7% | +17.5% | -4.8% | +10.1% |
| 6M | +6.0% | +55.6% | -49.6% | +0.5% |
| YTD | +24.4% | +68.3% | -44.0% | +16.6% |
| 1Y | +16.2% | +81.1% | -64.9% | +8.1% |
| 3Y | +96.9% | +112.2% | -15.3% | +76.4% |
| 5Y | +121.1% | -42.6% | +163.7% | +121.9% |
| 10Y | +758.4% | +70.5% | +687.9% | +666.5% |
| All | +4,877.7% | +1,419.4% | +3,458.3% | +2,721.0% |
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 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