+108.7%
ILMN vs FFIV
+26.5%
+82.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.7% | -3.2% |
| 7D | -3.9% | +3.5% | -7.3% | -4.2% |
| 30D | +6.9% | -1.3% | +8.2% | +7.2% |
| 3M | +28.1% | +2.4% | +25.7% | +27.8% |
| 6M | +65.0% | +41.8% | +23.1% | +55.6% |
| YTD | +56.3% | +58.5% | -2.2% | +43.6% |
| 1Y | +108.7% | +24.3% | +84.4% | +88.2% |
| All | +108.7% | +26.5% | +82.2% | +88.2% |
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