+72.6%
ILMN vs COO
-12.3%
+84.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -2.9% | +0.5% | -3.3% | -2.9% |
| 30D | -23.8% | +14.2% | -38.0% | -26.2% |
| 3M | +7.5% | -18.2% | +25.7% | +14.8% |
| 6M | +42.8% | +5.3% | +37.4% | +39.4% |
| YTD | +57.8% | -23.6% | +81.4% | +76.7% |
| 1Y | +72.6% | -12.7% | +85.3% | +81.2% |
| All | +72.6% | -12.3% | +84.9% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling