-43.8%
ILMN vs COPX
+113.6%
-157.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -22.7% | -15.9% | -6.9% | -17.6% |
| 3M | +8.6% | -19.6% | +28.2% | +17.6% |
| 6M | +43.8% | -21.5% | +65.3% | +55.1% |
| YTD | +59.8% | -0.8% | +60.5% | +52.9% |
| 1Y | +71.8% | +15.2% | +56.6% | +53.7% |
| 3Y | +119.0% | +134.7% | -15.7% | +34.9% |
| 5Y | -43.8% | +111.3% | -155.1% | -64.0% |
| All | -43.8% | +113.6% | -157.4% | -64.0% |
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 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