+70.2%
FDX vs ILMN
+83.5%
-13.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.4% | -2.8% |
| 7D | +2.9% | -28.3% | +31.2% | +7.1% |
| 30D | +9.6% | -24.0% | +33.6% | +12.9% |
| 3M | +2.4% | +4.1% | -1.7% | -0.2% |
| 6M | +9.2% | +49.6% | -40.4% | -0.2% |
| YTD | +37.7% | +58.6% | -20.9% | +23.5% |
| 1Y | +56.1% | +69.9% | -13.8% | +38.1% |
| All | +70.2% | +83.5% | -13.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling