+614.8%
FLEX vs ILMN
+54.3%
+560.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | +7.5% | -2.9% | +10.3% | +8.6% |
| 30D | -25.3% | -23.8% | -1.5% | -18.2% |
| 3M | -39.7% | +7.5% | -47.1% | -41.3% |
| 6M | -47.9% | +42.8% | -90.6% | -53.7% |
| YTD | +24.1% | +57.8% | -33.7% | +5.6% |
| 1Y | +26.0% | +72.6% | -46.7% | +4.1% |
| 3Y | +282.7% | +129.3% | +153.3% | +169.5% |
| 5Y | +424.2% | -44.5% | +468.7% | +478.1% |
| All | +614.8% | +54.3% | +560.5% | +480.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling