+2,054.3%
FLUT vs ILMN
+12,362.8%
-10,308.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | +1.2% | -2.9% | -1.7% |
| 30D | +7.7% | +9.2% | -1.4% | +7.3% |
| 3M | -0.7% | +29.8% | -30.6% | -1.9% |
| 6M | -11.2% | +69.2% | -80.4% | -13.2% |
| YTD | -53.4% | +66.4% | -119.8% | -54.5% |
| 1Y | -65.8% | +123.4% | -189.2% | -67.0% |
| 3Y | -44.9% | +33.2% | -78.1% | -46.4% |
| 5Y | -49.7% | -52.0% | +2.3% | -50.4% |
| 10Y | -9.7% | +33.6% | -43.3% | -11.4% |
| All | +2,054.3% | +12,362.8% | -10,308.5% | +2,143.0% |
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