+59.8%
ILMN vs COO
+41.2%
+18.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.5% |
| 7D | -9.7% | +4.7% | -14.4% | -12.4% |
| 30D | -20.4% | +13.9% | -34.3% | -26.7% |
| 3M | +10.0% | -14.9% | +25.0% | +18.8% |
| 6M | +49.5% | +2.0% | +47.5% | +43.0% |
| YTD | +62.5% | -23.9% | +86.4% | +85.5% |
| 1Y | +76.0% | -9.6% | +85.6% | +80.0% |
| 3Y | +94.2% | -25.4% | +119.6% | +113.6% |
| 5Y | -46.3% | -41.2% | -5.1% | -31.7% |
| All | +59.8% | +41.2% | +18.6% | +15.2% |
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