+498.4%
ILMN vs COPX
+186.2%
+312.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +1.2% | -4.0% | +5.2% | +2.7% |
| 30D | +9.2% | +4.5% | +4.6% | +7.6% |
| 3M | +29.8% | +0.8% | +29.0% | +28.4% |
| 6M | +69.2% | +3.2% | +66.0% | +64.0% |
| YTD | +66.4% | +26.7% | +39.7% | +48.0% |
| 1Y | +123.4% | +85.7% | +37.7% | +72.1% |
| 3Y | +33.2% | +151.2% | -118.0% | -10.3% |
| 5Y | -52.0% | +170.0% | -221.9% | -69.2% |
| 10Y | +33.6% | +572.9% | -539.3% | -41.1% |
| All | +498.4% | +186.2% | +312.1% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling