+358.9%
FERG vs ILMN
+28.5%
+330.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | -11.5% | +12.3% | -23.8% | -13.0% |
| 3M | +1.3% | +33.5% | -32.3% | -3.2% |
| 6M | -1.0% | +69.4% | -70.3% | -8.7% |
| YTD | +3.2% | +60.9% | -57.7% | -4.6% |
| 1Y | -3.0% | +115.0% | -117.9% | -14.6% |
| 3Y | +55.0% | +37.0% | +18.0% | +42.1% |
| 5Y | +72.6% | -53.1% | +125.8% | +70.8% |
| 10Y | +358.9% | +27.6% | +331.4% | +334.0% |
| All | +358.9% | +28.5% | +330.5% | +334.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling