+2.2%
FOXA vs ILMN
+74.7%
-72.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.4% | -9.8% | +10.2% | +0.8% |
| 30D | +7.9% | -22.7% | +30.7% | +8.8% |
| 3M | +6.7% | +12.1% | -5.4% | +6.2% |
| 6M | +7.5% | +51.5% | -44.0% | +2.7% |
| YTD | -6.9% | +63.9% | -70.8% | -13.8% |
| 1Y | +2.2% | +76.6% | -74.4% | -5.9% |
| All | +2.2% | +74.7% | -72.5% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling