-64.1%
FLUT vs ILMN
+74.7%
-138.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.5% |
| 7D | -1.5% | -9.8% | +8.3% | -2.0% |
| 30D | +3.4% | -22.7% | +26.2% | +2.4% |
| 3M | -12.5% | +12.1% | -24.5% | -16.4% |
| 6M | -18.5% | +51.5% | -69.9% | -25.0% |
| YTD | -61.6% | +63.9% | -125.5% | -66.0% |
| 1Y | -64.1% | +76.6% | -140.7% | -70.1% |
| All | -64.1% | +74.7% | -138.8% | -70.1% |
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 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