+1,658.1%
FLUT vs ILMN
+12,072.1%
-10,414.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -1.1% | -9.7% | +8.6% | -0.8% |
| 30D | +7.7% | -20.4% | +28.1% | +8.4% |
| 3M | -12.2% | +10.0% | -22.2% | -12.9% |
| 6M | -17.6% | +49.5% | -67.0% | -19.3% |
| YTD | -62.0% | +62.5% | -124.5% | -63.0% |
| 1Y | -62.3% | +76.0% | -138.2% | -63.4% |
| 3Y | -52.0% | +94.2% | -146.1% | -53.9% |
| 5Y | -51.8% | -46.3% | -5.4% | -52.6% |
| 10Y | -26.3% | +62.7% | -89.1% | -27.9% |
| All | +1,658.1% | +12,072.1% | -10,414.0% | +1,725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling