+123.4%
ILMN vs FFIV
+25.9%
+97.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +9.2% | -5.1% | +14.3% | +9.9% |
| 3M | +29.8% | -4.5% | +34.3% | +30.6% |
| 6M | +69.2% | +36.5% | +32.7% | +60.3% |
| YTD | +66.4% | +53.0% | +13.4% | +53.6% |
| 1Y | +123.4% | +24.2% | +99.2% | +93.9% |
| All | +123.4% | +25.9% | +97.5% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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