+947.3%
FTAI vs ILMN
-52.9%
+1,000.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +3.9% | +1.9% | +2.0% | +3.5% |
| 30D | -8.8% | +12.3% | -21.1% | -11.3% |
| 3M | -14.5% | +33.5% | -48.0% | -20.5% |
| 6M | -24.0% | +69.4% | -93.4% | -33.1% |
| YTD | +0.5% | +60.9% | -60.4% | -10.8% |
| 1Y | +19.1% | +115.0% | -95.9% | -1.9% |
| 3Y | +460.7% | +37.0% | +423.7% | +388.9% |
| 5Y | +947.3% | -53.1% | +1,000.5% | +831.7% |
| All | +947.3% | -52.9% | +1,000.2% | +831.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling