+76.2%
FDX vs ILMN
-44.7%
+120.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +5.2% | -2.9% | +8.1% | +5.7% |
| 30D | +11.3% | -23.8% | +35.1% | +15.4% |
| 3M | -4.1% | +7.5% | -11.6% | -7.0% |
| 6M | +9.6% | +42.8% | -33.1% | +0.7% |
| YTD | +40.9% | +57.8% | -16.9% | +26.1% |
| 1Y | +53.0% | +72.6% | -19.6% | +34.5% |
| 3Y | +74.1% | +129.3% | -55.3% | +39.4% |
| All | +76.2% | -44.7% | +120.8% | +76.4% |
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