-83.6%
FIG vs ILMN
+101.8%
-185.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -14.3% | -6.0% | -8.3% | -13.1% |
| 30D | -13.6% | -23.0% | +9.4% | -10.1% |
| 3M | -23.7% | +10.4% | -34.1% | -26.0% |
| 6M | -5.4% | +49.4% | -54.8% | -13.0% |
| YTD | -49.2% | +62.3% | -111.6% | -54.2% |
| 1Y | -57.4% | +73.7% | -131.0% | -61.6% |
| All | -83.6% | +101.8% | -185.4% | -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