+65.0%
FDX vs ILMN
+92.1%
-27.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +3.6% |
| 7D | +8.1% | -21.6% | +29.7% | +8.5% |
| 30D | +13.9% | -22.9% | +36.8% | +14.4% |
| 3M | +5.5% | +11.6% | -6.1% | +3.4% |
| 6M | +15.1% | +62.5% | -47.4% | +9.5% |
| YTD | +43.2% | +72.7% | -29.5% | +31.3% |
| 1Y | +65.0% | +93.9% | -28.8% | +44.3% |
| All | +65.0% | +92.1% | -27.1% | +44.3% |
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