+65.0%
FERG vs ILMN
-46.1%
+111.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | -2.1% | -9.7% | +7.6% | -0.3% |
| 30D | +8.7% | -20.4% | +29.1% | +12.6% |
| 3M | -7.4% | +10.0% | -17.4% | -10.5% |
| 6M | -6.6% | +49.5% | -56.1% | -15.8% |
| YTD | +6.6% | +62.5% | -55.9% | -6.4% |
| 1Y | -3.6% | +76.0% | -79.6% | -16.9% |
| 3Y | +56.4% | +94.2% | -37.8% | +26.2% |
| All | +65.0% | -46.1% | +111.1% | +75.9% |
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