+57.7%
FTNT vs ILMN
+70.7%
-13.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | -32.1% | -22.7% | -9.4% | -30.6% |
| 3M | -19.5% | +8.6% | -28.1% | -19.2% |
| 6M | +13.8% | +43.8% | -30.1% | +14.2% |
| YTD | +63.1% | +59.8% | +3.4% | +60.8% |
| 1Y | +57.7% | +71.8% | -14.1% | +52.8% |
| All | +57.7% | +70.7% | -13.0% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling