+2,975.0%
FTAI vs ILMN
+25.5%
+2,949.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -9.7% | -9.2% | -0.5% | -7.4% |
| 30D | -20.0% | +4.4% | -24.4% | -21.0% |
| 3M | -20.1% | +23.9% | -43.9% | -24.8% |
| 6M | -33.3% | +64.5% | -97.8% | -41.6% |
| YTD | -8.0% | +53.5% | -61.5% | -18.5% |
| 1Y | +8.0% | +110.8% | -102.8% | -13.0% |
| 3Y | +413.4% | +30.7% | +382.8% | +348.9% |
| 5Y | +858.6% | -54.8% | +913.4% | +969.6% |
| All | +2,975.0% | +25.5% | +2,949.5% | +2,457.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling