+149.8%
FDX vs ILMN
+56.2%
+93.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | +9.9% | -22.7% | +32.6% | +14.9% |
| 3M | -1.9% | +8.6% | -10.5% | -5.6% |
| 6M | +6.1% | +43.8% | -37.7% | -4.7% |
| YTD | +38.8% | +59.8% | -21.0% | +20.5% |
| 1Y | +50.0% | +71.8% | -21.8% | +27.9% |
| 3Y | +71.0% | +119.0% | -47.9% | +31.3% |
| 5Y | +72.5% | -43.8% | +116.3% | +79.4% |
| All | +149.8% | +56.2% | +93.6% | +105.5% |
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 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