+75.5%
FDX vs ILMN
+113.9%
-38.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.3% |
| 7D | -3.3% | +1.9% | -5.2% | -3.4% |
| 30D | -1.4% | +12.3% | -13.7% | -2.2% |
| 3M | -4.5% | +33.5% | -38.1% | -6.5% |
| 6M | +9.4% | +69.4% | -60.0% | +5.1% |
| YTD | +36.0% | +60.9% | -24.9% | +30.4% |
| 1Y | +75.5% | +115.0% | -39.5% | +64.9% |
| All | +75.5% | +113.9% | -38.4% | +64.9% |
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