+70.4%
FCX vs ILMN
-43.3%
+113.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +3.8% |
| 7D | -1.0% | -2.6% | +1.5% | -0.3% |
| 30D | -15.2% | -20.6% | +5.4% | -9.8% |
| 3M | -10.3% | +17.5% | -27.7% | -15.4% |
| 6M | +1.6% | +55.6% | -54.0% | -12.3% |
| YTD | +23.9% | +68.3% | -44.5% | +3.5% |
| 1Y | +58.0% | +81.1% | -23.1% | +29.1% |
| 3Y | +94.6% | +112.2% | -17.6% | +43.6% |
| 5Y | +70.4% | -42.6% | +113.0% | +81.6% |
| All | +70.4% | -43.3% | +113.7% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling