+92.8%
FCX vs ILMN
+124.5%
-31.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.3% |
| 7D | -0.8% | -6.0% | +5.2% | +1.1% |
| 30D | -15.1% | -23.0% | +8.0% | -8.9% |
| 3M | -9.6% | +10.4% | -20.0% | -13.2% |
| 6M | -3.1% | +49.4% | -52.5% | -15.1% |
| YTD | +23.4% | +62.3% | -38.9% | +4.5% |
| 1Y | +52.7% | +73.7% | -21.0% | +26.6% |
| All | +92.8% | +124.5% | -31.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling