+2,764.1%
FCX vs ILMN
+1,401.8%
+1,362.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | +4.8% | +9.2% | -4.4% | +3.1% |
| 3M | +4.6% | +29.8% | -25.2% | -0.5% |
| 6M | +10.8% | +69.2% | -58.4% | +0.2% |
| YTD | +44.2% | +66.4% | -22.2% | +30.4% |
| 1Y | +59.6% | +123.4% | -63.8% | +35.9% |
| 3Y | +82.2% | +33.2% | +49.1% | +67.0% |
| 5Y | +115.6% | -52.0% | +167.6% | +129.9% |
| 10Y | +670.6% | +33.6% | +636.9% | +590.8% |
| All | +2,764.1% | +1,401.8% | +1,362.3% | +1,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling