+98.5%
FLEX vs ILMN
+127.6%
-29.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | -10.1% | +9.2% | -19.3% | -11.1% |
| 3M | -31.3% | +29.8% | -61.2% | -33.5% |
| 6M | +71.3% | +69.2% | +2.1% | +62.1% |
| YTD | +81.2% | +66.4% | +14.9% | +71.7% |
| 1Y | +98.5% | +123.4% | -24.9% | +87.3% |
| All | +98.5% | +127.6% | -29.1% | +87.3% |
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 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