+21.2%
ILMN vs COPX
+584.4%
-563.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +0.8% |
| 7D | -9.2% | -2.9% | -6.3% | -8.4% |
| 30D | +4.4% | 0.0% | +4.3% | +4.3% |
| 3M | +23.9% | +14.8% | +9.1% | +16.6% |
| 6M | +64.5% | +7.0% | +57.5% | +56.6% |
| YTD | +53.5% | +23.8% | +29.6% | +35.5% |
| 1Y | +110.8% | +75.7% | +35.1% | +60.1% |
| 3Y | +30.7% | +156.4% | -125.7% | -17.9% |
| 5Y | -54.8% | +167.6% | -222.4% | -72.9% |
| All | +21.2% | +584.4% | -563.2% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling