+1,169.8%
FDX vs ILMN
+1,331.5%
-161.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.4% | -2.8% |
| 7D | +2.9% | -28.3% | +31.2% | +6.9% |
| 30D | +9.6% | -24.0% | +33.6% | +12.9% |
| 3M | +2.4% | +4.1% | -1.7% | +0.9% |
| 6M | +9.2% | +49.6% | -40.4% | +2.5% |
| YTD | +37.7% | +58.6% | -20.9% | +27.7% |
| 1Y | +56.1% | +69.9% | -13.8% | +43.4% |
| 3Y | +68.9% | +82.9% | -13.9% | +50.6% |
| 5Y | +79.0% | -47.6% | +126.6% | +82.0% |
| 10Y | +163.9% | +58.8% | +105.1% | +133.5% |
| All | +1,169.8% | +1,331.5% | -161.7% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling