+67.1%
FDX vs ILMN
-51.8%
+118.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | +3.8% | +9.2% | -5.4% | +2.0% |
| 3M | -1.3% | +29.8% | -31.1% | -6.2% |
| 6M | +5.0% | +69.2% | -64.2% | -5.3% |
| YTD | +39.6% | +66.4% | -26.7% | +25.6% |
| 1Y | +81.1% | +123.4% | -42.3% | +52.5% |
| 3Y | +63.0% | +33.2% | +29.9% | +46.7% |
| All | +67.1% | -51.8% | +118.9% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling