+57.1%
FCX vs ILMN
-44.2%
+101.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.2% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | -16.3% | -22.7% | +6.4% | -10.3% |
| 3M | -12.5% | +8.6% | -21.1% | -15.6% |
| 6M | -8.0% | +43.8% | -51.9% | -18.7% |
| YTD | +20.1% | +59.8% | -39.6% | +2.0% |
| 1Y | +45.9% | +71.8% | -25.9% | +21.2% |
| 3Y | +86.2% | +119.0% | -32.7% | +36.5% |
| 5Y | +57.1% | -43.8% | +100.9% | +65.5% |
| All | +57.1% | -44.2% | +101.3% | +65.5% |
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