+149.2%
FDX vs ILMN
+60.6%
+88.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.2% |
| 7D | -1.6% | -9.7% | +8.0% | +0.3% |
| 30D | +6.6% | -20.4% | +27.0% | +10.8% |
| 3M | -2.1% | +10.0% | -12.1% | -6.0% |
| 6M | +2.2% | +49.5% | -47.3% | -9.0% |
| YTD | +33.9% | +62.5% | -28.6% | +15.9% |
| 1Y | +50.2% | +76.0% | -25.7% | +27.5% |
| 3Y | +65.5% | +94.2% | -28.6% | +30.8% |
| 5Y | +74.1% | -46.3% | +120.4% | +83.7% |
| All | +149.2% | +60.6% | +88.7% | +104.6% |
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