+8.1%
FPS vs ILMN
+63.2%
-55.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +2.6% |
| 7D | +3.1% | +1.2% | +1.9% | +3.0% |
| 30D | -18.6% | +9.2% | -27.7% | -18.6% |
| 3M | -51.5% | +29.8% | -81.3% | -51.9% |
| 6M | -8.5% | +69.2% | -77.7% | -11.9% |
| All | +8.1% | +63.2% | -55.1% | +3.0% |
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