+81.1%
FDX vs ILMN
+127.6%
-46.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | +3.8% | +9.2% | -5.4% | +3.1% |
| 3M | -1.3% | +29.8% | -31.1% | -3.3% |
| 6M | +5.0% | +69.2% | -64.2% | +0.8% |
| YTD | +39.6% | +66.4% | -26.7% | +33.5% |
| 1Y | +81.1% | +123.4% | -42.3% | +69.5% |
| All | +81.1% | +127.6% | -46.5% | +69.5% |
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 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