+1,663.9%
FLUT vs ILMN
+11,867.6%
-10,203.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.1% |
| 7D | -1.2% | +0.7% | -2.0% | -1.2% |
| 30D | +5.0% | -22.7% | +27.7% | +5.8% |
| 3M | -16.4% | +8.6% | -25.1% | -17.1% |
| 6M | -14.6% | +43.8% | -58.4% | -16.3% |
| YTD | -61.9% | +59.8% | -121.6% | -62.9% |
| 1Y | -65.0% | +71.8% | -136.8% | -66.0% |
| 3Y | -44.8% | +119.0% | -163.8% | -47.2% |
| 5Y | -49.9% | -43.8% | -6.1% | -50.8% |
| 10Y | -26.1% | +56.4% | -82.5% | -27.6% |
| All | +1,663.9% | +11,867.6% | -10,203.7% | +1,732.1% |
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 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