+442.4%
FLEX vs ILMN
+33.7%
+408.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | -10.1% | +9.2% | -19.3% | -12.1% |
| 3M | -31.3% | +29.8% | -61.2% | -35.5% |
| 6M | +71.3% | +69.2% | +2.1% | +51.8% |
| YTD | +81.2% | +66.4% | +14.9% | +60.2% |
| 1Y | +98.5% | +123.4% | -24.9% | +62.2% |
| All | +442.4% | +33.7% | +408.7% | +380.9% |
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 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