+132.2%
ILMN vs COPX
+134.4%
-2.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -22.7% | -15.9% | -6.9% | -18.5% |
| 3M | +8.6% | -19.6% | +28.2% | +15.9% |
| 6M | +43.8% | -21.5% | +65.3% | +53.2% |
| YTD | +59.8% | -0.8% | +60.5% | +53.9% |
| 1Y | +71.8% | +15.2% | +56.6% | +56.0% |
| All | +132.2% | +134.4% | -2.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling