+56.9%
FERG vs ILMN
+41.2%
+15.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.6% |
| 7D | 0.0% | +1.2% | -1.3% | -0.3% |
| 30D | -10.2% | +9.2% | -19.4% | -11.6% |
| 3M | -0.6% | +29.8% | -30.4% | -5.3% |
| 6M | -6.5% | +69.2% | -75.7% | -15.5% |
| YTD | +4.2% | +66.4% | -62.2% | -6.1% |
| 1Y | -2.3% | +123.4% | -125.7% | -17.8% |
| All | +56.9% | +41.2% | +15.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling