+70.5%
ILMN vs COO
+40.7%
+29.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.2% |
| 7D | -2.6% | +4.3% | -6.9% | -5.1% |
| 30D | -20.6% | +17.6% | -38.2% | -28.2% |
| 3M | +17.5% | -13.9% | +31.3% | +26.0% |
| 6M | +55.6% | +6.6% | +49.1% | +45.2% |
| YTD | +68.3% | -22.0% | +90.3% | +89.5% |
| 1Y | +81.1% | -8.8% | +89.9% | +84.5% |
| 3Y | +112.2% | -21.5% | +133.6% | +125.9% |
| 5Y | -42.6% | -41.0% | -1.6% | -27.0% |
| 10Y | +70.5% | +40.9% | +29.6% | +20.7% |
| All | +70.5% | +40.7% | +29.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling