+2,098.3%
FTNT vs ILMN
+25.5%
+2,072.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +1.7% | -3.9% | +5.6% | +2.9% |
| 30D | -4.3% | +6.9% | -11.1% | -6.5% |
| 3M | +13.6% | +28.1% | -14.5% | +4.6% |
| 6M | +87.6% | +65.0% | +22.6% | +58.6% |
| YTD | +98.0% | +56.3% | +41.7% | +68.6% |
| 1Y | +96.9% | +108.7% | -11.8% | +50.3% |
| 3Y | +145.4% | +33.1% | +112.3% | +106.7% |
| 5Y | +153.0% | -54.1% | +207.1% | +204.3% |
| 10Y | +2,098.3% | +27.8% | +2,070.4% | +1,765.0% |
| All | +2,098.3% | +25.5% | +2,072.8% | +1,765.0% |
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 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