+4,877.5%
COST vs ILMN
+1,379.0%
+3,498.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +4.6% | -9.8% | +14.4% | +5.5% |
| 30D | +12.8% | -22.7% | +35.5% | +15.0% |
| 3M | +12.1% | +12.1% | 0.0% | +10.0% |
| 6M | +6.0% | +51.5% | -45.5% | +0.8% |
| YTD | +24.4% | +63.9% | -39.5% | +16.8% |
| 1Y | +17.1% | +76.6% | -59.4% | +9.2% |
| 3Y | +92.2% | +124.6% | -32.4% | +71.2% |
| 5Y | +122.5% | -42.7% | +165.2% | +123.3% |
| 10Y | +758.9% | +59.7% | +699.3% | +671.4% |
| All | +4,877.5% | +1,379.0% | +3,498.5% | +2,727.9% |
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 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