+156.3%
FDX vs ILMN
+61.7%
+94.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.7% |
| 7D | +0.2% | -2.6% | +2.7% | +0.6% |
| 30D | +9.3% | -20.6% | +29.9% | +13.7% |
| 3M | +0.5% | +17.5% | -17.0% | -4.9% |
| 6M | +5.3% | +55.6% | -50.3% | -7.0% |
| YTD | +38.6% | +68.3% | -29.7% | +19.1% |
| 1Y | +53.5% | +81.1% | -27.6% | +29.6% |
| 3Y | +74.2% | +112.2% | -37.9% | +34.9% |
| 5Y | +75.3% | -42.6% | +117.9% | +82.0% |
| 10Y | +156.3% | +70.5% | +85.8% | +107.7% |
| All | +156.3% | +61.7% | +94.6% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling