-83.6%
FIG vs ILMN
+98.6%
-182.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | -13.1% | -22.7% | +9.7% | -9.5% |
| 3M | -20.3% | +8.6% | -29.0% | -22.5% |
| 6M | -2.1% | +43.8% | -45.9% | -9.3% |
| YTD | -49.4% | +59.8% | -109.1% | -54.2% |
| 1Y | -57.0% | +71.8% | -128.8% | -61.2% |
| All | -83.6% | +98.6% | -182.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling