+1,045.4%
ILMN vs COO
+1,545.5%
-500.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | +1.2% | -2.2% | +3.4% | +2.2% |
| 30D | +9.2% | -7.0% | +16.2% | +12.5% |
| 3M | +29.8% | +12.2% | +17.6% | +23.0% |
| 6M | +69.2% | -15.1% | +84.3% | +80.0% |
| YTD | +66.4% | -15.1% | +81.5% | +76.6% |
| 1Y | +123.4% | +2.3% | +121.1% | +118.6% |
| 3Y | +33.2% | -23.7% | +56.8% | +44.6% |
| 5Y | -52.0% | -38.9% | -13.0% | -42.7% |
| 10Y | +33.6% | +49.9% | -16.3% | +13.4% |
| All | +1,045.4% | +1,545.5% | -500.2% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling