-48.2%
FLEX vs ILMN
+53.3%
-101.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.5% |
| 7D | -19.3% | -9.7% | -9.6% | -15.3% |
| 30D | -41.5% | -20.4% | -21.1% | -35.7% |
| 3M | -43.1% | +10.0% | -53.1% | -43.2% |
| 6M | -48.2% | +49.5% | -97.7% | -52.0% |
| All | -48.2% | +53.3% | -101.5% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling