+2.2%
FERG vs ILMN
+70.7%
-68.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.5% |
| 7D | +8.2% | +0.7% | +7.4% | +8.2% |
| 30D | +14.4% | -22.7% | +37.1% | +15.3% |
| 3M | +4.3% | +8.6% | -4.3% | +4.1% |
| 6M | +7.9% | +43.8% | -36.0% | +5.6% |
| YTD | +16.3% | +59.8% | -43.5% | +8.8% |
| 1Y | +2.2% | +71.8% | -69.5% | -5.5% |
| All | +2.2% | +70.7% | -68.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling