+115.3%
FOXA vs ILMN
+37.1%
+78.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | +2.3% | +12.3% | -10.0% | +0.8% |
| 3M | -2.8% | +33.5% | -36.4% | -6.7% |
| 6M | +9.6% | +69.4% | -59.8% | +1.4% |
| YTD | -9.9% | +60.9% | -70.8% | -16.2% |
| 1Y | +5.4% | +115.0% | -109.6% | -6.7% |
| 3Y | +115.3% | +37.0% | +78.3% | +85.5% |
| All | +115.3% | +37.1% | +78.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling