+135.9%
ILMN vs COO
-23.7%
+159.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -5.2% |
| 30D | -23.0% | +13.3% | -36.3% | -26.9% |
| 3M | +10.4% | -18.1% | +28.5% | +19.2% |
| 6M | +49.4% | +6.7% | +42.7% | +42.7% |
| YTD | +62.3% | -23.2% | +85.6% | +79.9% |
| 1Y | +73.7% | -12.3% | +86.0% | +80.6% |
| All | +135.9% | -23.7% | +159.6% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling