-52.8%
ILMN vs COPX
+190.5%
-243.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -4.7% |
| 7D | +1.9% | +5.8% | -3.9% | -0.1% |
| 30D | +12.3% | +7.2% | +5.1% | +9.6% |
| 3M | +33.5% | +16.5% | +17.1% | +25.7% |
| 6M | +69.4% | +18.4% | +50.9% | +56.1% |
| YTD | +60.9% | +31.9% | +29.0% | +39.4% |
| 1Y | +115.0% | +88.5% | +26.5% | +58.9% |
| 3Y | +37.0% | +173.1% | -136.1% | -17.7% |
| All | -52.8% | +190.5% | -243.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling