+90.8%
FOXA vs ILMN
-25.7%
+116.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -4.0% | +1.2% | -5.2% | -4.1% |
| 30D | +12.0% | +9.2% | +2.8% | +10.2% |
| 3M | +0.3% | +29.8% | -29.6% | -4.4% |
| 6M | +12.5% | +69.2% | -56.7% | +2.2% |
| YTD | -9.6% | +66.4% | -76.0% | -17.9% |
| 1Y | +8.6% | +123.4% | -114.8% | -7.0% |
| 3Y | +118.5% | +33.2% | +85.4% | +98.6% |
| 5Y | +88.8% | -52.0% | +140.7% | +105.8% |
| All | +90.8% | -25.7% | +116.6% | +60.4% |
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