-79.1%
FIG vs ILMN
+106.8%
-186.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | -16.3% | +1.2% | -17.5% | -16.5% |
| 30D | -14.3% | +9.2% | -23.5% | -15.6% |
| 3M | +7.2% | +29.8% | -22.7% | +2.2% |
| 6M | -18.6% | +69.2% | -87.8% | -26.0% |
| YTD | -35.5% | +66.4% | -101.8% | -41.3% |
| 1Y | -55.8% | +123.4% | -179.2% | -60.6% |
| All | -79.1% | +106.8% | -186.0% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling