-84.0%
FIG vs ILMN
+97.2%
-181.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -8.2% | -8.5% | -15.2% |
| 7D | -17.4% | -28.3% | +10.9% | -12.8% |
| 30D | -15.9% | -24.0% | +8.0% | -12.3% |
| 3M | -34.5% | +4.1% | -38.6% | -35.8% |
| 6M | -5.0% | +49.6% | -54.6% | -12.7% |
| YTD | -50.7% | +58.6% | -109.2% | -55.3% |
| 1Y | -58.1% | +69.9% | -128.0% | -62.1% |
| All | -84.0% | +97.2% | -181.2% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling