-83.2%
FIG vs ILMN
+109.3%
-192.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.5% |
| 7D | -12.6% | -2.6% | -10.1% | -12.2% |
| 30D | -13.8% | -20.6% | +6.9% | -10.8% |
| 3M | -16.7% | +17.5% | -34.2% | -20.1% |
| 6M | -6.1% | +55.6% | -61.7% | -14.3% |
| YTD | -48.1% | +68.3% | -116.4% | -53.5% |
| 1Y | -56.2% | +81.1% | -137.3% | -60.8% |
| All | -83.2% | +109.3% | -192.5% | -85.8% |
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