+1,348.4%
FERG vs ILMN
+638.7%
+709.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | 0.0% | +1.2% | -1.3% | -0.1% |
| 30D | -10.2% | +9.2% | -19.4% | -10.9% |
| 3M | -0.6% | +29.8% | -30.4% | -3.1% |
| 6M | -6.5% | +69.2% | -75.7% | -11.1% |
| YTD | +4.2% | +66.4% | -62.2% | -1.1% |
| 1Y | -2.3% | +123.4% | -125.7% | -10.0% |
| 3Y | +48.5% | +33.2% | +15.3% | +40.7% |
| 5Y | +72.0% | -52.0% | +124.0% | +69.2% |
| 10Y | +369.9% | +33.6% | +336.3% | +350.6% |
| All | +1,348.4% | +638.7% | +709.8% | +1,248.9% |
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 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