+1,017.6%
ILMN vs COO
+1,388.1%
-370.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -5.1% |
| 30D | -23.0% | +13.3% | -36.3% | -27.2% |
| 3M | +10.4% | -18.1% | +28.5% | +18.5% |
| 6M | +49.4% | +6.7% | +42.7% | +42.6% |
| YTD | +62.3% | -23.2% | +85.6% | +77.5% |
| 1Y | +73.7% | -12.3% | +86.0% | +79.4% |
| 3Y | +122.5% | -23.6% | +146.1% | +138.6% |
| 5Y | -43.2% | -38.7% | -4.5% | -32.7% |
| 10Y | +59.0% | +42.2% | +16.8% | +36.6% |
| All | +1,017.6% | +1,388.1% | -370.5% | +267.7% |
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 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