+124.6%
ILMN vs FFIV
+102.8%
+21.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -9.8% | -4.2% | -5.6% | -8.5% |
| 30D | -22.7% | -33.9% | +11.1% | -14.2% |
| 3M | +12.1% | -22.6% | +34.7% | +18.5% |
| 6M | +51.5% | -10.4% | +61.8% | +51.5% |
| YTD | +63.9% | +24.3% | +39.5% | +43.6% |
| 1Y | +76.6% | +31.8% | +44.8% | +51.0% |
| 3Y | +124.6% | +99.5% | +25.1% | +36.2% |
| All | +124.6% | +102.8% | +21.7% | +36.2% |
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 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