-43.9%
FLUT vs ILMN
+33.7%
-77.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.6% | +1.2% | -2.9% | -1.8% |
| 30D | +7.7% | +9.2% | -1.4% | +5.9% |
| 3M | -0.7% | +29.8% | -30.6% | -5.6% |
| 6M | -11.2% | +69.2% | -80.4% | -19.6% |
| YTD | -53.4% | +66.4% | -119.8% | -58.0% |
| 1Y | -65.8% | +123.4% | -189.2% | -71.1% |
| All | -43.9% | +33.7% | -77.6% | -56.8% |
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