+94.2%
ILMN vs FFIV
+102.2%
-8.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -9.7% | -8.1% | -1.6% | -7.3% |
| 30D | -20.4% | -33.4% | +13.0% | -12.0% |
| 3M | +10.0% | -24.7% | +34.8% | +17.2% |
| 6M | +49.5% | -8.8% | +58.3% | +48.5% |
| YTD | +62.5% | +21.8% | +40.7% | +43.6% |
| 1Y | +76.0% | +25.3% | +50.7% | +53.7% |
| 3Y | +94.2% | +101.2% | -7.0% | +20.9% |
| All | +94.2% | +102.2% | -8.0% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling