-63.1%
FLUT vs ILMN
+74.5%
-137.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.6% |
| 7D | +4.5% | -6.0% | +10.5% | +4.2% |
| 30D | +9.2% | -23.0% | +32.2% | +8.0% |
| 3M | -13.7% | +10.4% | -24.1% | -17.6% |
| 6M | -9.0% | +49.4% | -58.4% | -16.3% |
| YTD | -60.2% | +62.3% | -122.6% | -64.8% |
| 1Y | -63.1% | +73.7% | -136.8% | -69.1% |
| All | -63.1% | +74.5% | -137.7% | -69.1% |
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