-83.2%
FIG vs ILMN
+96.2%
-179.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +3.4% | -2.9% | +6.3% | +4.0% |
| 30D | -9.5% | -23.8% | +14.4% | -5.5% |
| 3M | -26.2% | +7.5% | -33.6% | -28.0% |
| 6M | +2.7% | +42.8% | -40.1% | -4.8% |
| YTD | -48.0% | +57.8% | -105.8% | -52.8% |
| 1Y | -52.0% | +72.6% | -124.7% | -56.6% |
| All | -83.2% | +96.2% | -179.4% | -85.6% |
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