+701.1%
FCX vs ILMN
+28.5%
+672.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +6.5% |
| 7D | +5.7% | +1.9% | +3.8% | +4.9% |
| 30D | +10.1% | +12.3% | -2.2% | +5.6% |
| 3M | +20.2% | +33.5% | -13.4% | +7.8% |
| 6M | +29.7% | +69.4% | -39.7% | +6.5% |
| YTD | +51.9% | +60.9% | -9.0% | +26.1% |
| 1Y | +66.0% | +115.0% | -49.0% | +22.3% |
| 3Y | +102.7% | +37.0% | +65.7% | +67.7% |
| 5Y | +138.9% | -53.1% | +192.0% | +185.1% |
| 10Y | +701.1% | +27.6% | +673.5% | +462.3% |
| All | +701.1% | +28.5% | +672.6% | +462.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling