+93.9%
ILMN vs COPX
+31.7%
+62.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -5.7% |
| 7D | -21.6% | -3.0% | -18.6% | -20.9% |
| 30D | -22.9% | -13.6% | -9.2% | -20.7% |
| 3M | +11.6% | -11.2% | +22.8% | +14.4% |
| 6M | +62.5% | -2.4% | +64.9% | +63.8% |
| YTD | +72.7% | +4.2% | +68.5% | +67.5% |
| 1Y | +93.9% | +32.2% | +61.7% | +77.1% |
| All | +93.9% | +31.7% | +62.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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