+32.3%
ILMN vs COO
+48.2%
-15.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | +1.2% | -2.2% | +3.4% | +2.6% |
| 30D | +9.2% | -7.0% | +16.2% | +13.9% |
| 3M | +29.8% | +12.2% | +17.6% | +19.8% |
| 6M | +69.2% | -15.1% | +84.3% | +85.0% |
| YTD | +66.4% | -15.1% | +81.5% | +81.3% |
| 1Y | +123.4% | +2.3% | +121.1% | +115.3% |
| 3Y | +33.2% | -23.7% | +56.8% | +48.2% |
| 5Y | -52.0% | -38.9% | -13.0% | -39.1% |
| All | +32.3% | +48.2% | -15.9% | -6.1% |
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