+81.4%
ILMN vs FFIV
+28.8%
+52.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.2% |
| 7D | -2.6% | -2.1% | -0.5% | -2.0% |
| 30D | -20.6% | -33.8% | +13.1% | -17.0% |
| 3M | +17.5% | -20.6% | +38.1% | +20.1% |
| 6M | +55.6% | -10.2% | +65.9% | +55.4% |
| YTD | +68.3% | +24.5% | +43.8% | +50.3% |
| All | +81.4% | +28.8% | +52.6% | +55.5% |
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