+25.0%
FLEX vs ILMN
+92.1%
-67.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.9% | -7.4% | -10.7% |
| 7D | -17.0% | -21.6% | +4.6% | -10.9% |
| 30D | -33.8% | -22.9% | -11.0% | -29.0% |
| 3M | -39.0% | +11.6% | -50.6% | -39.9% |
| 6M | -15.9% | +62.5% | -78.4% | -24.3% |
| YTD | +27.8% | +72.7% | -44.9% | +10.0% |
| 1Y | +25.0% | +93.9% | -68.9% | -2.9% |
| All | +25.0% | +92.1% | -67.2% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling