+86.3%
FOXA vs ILMN
-30.2%
+116.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | -5.4% | -3.9% | -1.6% | -4.8% |
| 30D | +1.1% | +6.9% | -5.7% | -0.1% |
| 3M | -6.1% | +28.1% | -34.2% | -10.3% |
| 6M | +8.2% | +65.0% | -56.7% | -1.3% |
| YTD | -11.8% | +56.3% | -68.1% | -19.0% |
| 1Y | +9.9% | +108.7% | -98.8% | -4.8% |
| 3Y | +110.7% | +33.1% | +77.7% | +91.3% |
| 5Y | +86.9% | -54.1% | +141.0% | +105.0% |
| All | +86.3% | -30.2% | +116.5% | +58.1% |
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