+91.7%
FOXA vs ILMN
-28.7%
+120.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.1% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +5.1% | -22.7% | +27.9% | +8.7% |
| 3M | +4.7% | +8.6% | -3.9% | +2.2% |
| 6M | -0.2% | +43.8% | -44.1% | -7.5% |
| YTD | -9.2% | +59.8% | -69.0% | -17.8% |
| 1Y | -0.6% | +71.8% | -72.4% | -11.1% |
| 3Y | +125.7% | +119.0% | +6.7% | +85.8% |
| 5Y | +70.2% | -43.8% | +114.0% | +76.4% |
| All | +91.7% | -28.7% | +120.4% | +60.6% |
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 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