+483.9%
ILMN vs COPX
+131.8%
+352.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -6.0% | -1.5% | -4.5% | -5.4% |
| 30D | -23.0% | -14.0% | -9.1% | -18.7% |
| 3M | +10.4% | -17.1% | +27.5% | +17.9% |
| 6M | +49.4% | -15.9% | +65.3% | +56.7% |
| YTD | +62.3% | +2.6% | +59.7% | +55.3% |
| 1Y | +73.7% | +21.6% | +52.1% | +55.9% |
| 3Y | +122.5% | +142.7% | -20.2% | +51.3% |
| 5Y | -43.2% | +122.2% | -165.4% | -60.8% |
| 10Y | +59.0% | +338.8% | -279.8% | -19.4% |
| All | +483.9% | +131.8% | +352.1% | +271.3% |
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