+2,518.4%
FTAI vs ILMN
+10.5%
+2,507.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | +6.7% | -6.0% | +12.7% | +8.5% |
| 30D | +15.7% | -23.0% | +38.8% | +22.9% |
| 3M | -14.9% | +10.4% | -25.3% | -17.8% |
| 6M | -31.4% | +49.4% | -80.8% | -38.7% |
| YTD | -2.1% | +62.3% | -64.5% | -14.5% |
| 1Y | +23.6% | +73.7% | -50.1% | +6.2% |
| 3Y | +383.8% | +122.5% | +261.2% | +272.5% |
| 5Y | +913.3% | -43.2% | +956.4% | +940.2% |
| 10Y | +2,831.2% | +59.0% | +2,772.3% | +2,337.1% |
| All | +2,518.4% | +10.5% | +2,507.9% | +2,092.9% |
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