+69.2%
FTNT vs ILMN
-46.1%
+115.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | -12.7% | -9.7% | -3.0% | -10.5% |
| 30D | -37.2% | -20.4% | -16.8% | -34.1% |
| 3M | -25.8% | +10.0% | -35.8% | -28.8% |
| 6M | +32.1% | +49.5% | -17.4% | +16.6% |
| YTD | +49.7% | +62.5% | -12.8% | +27.7% |
| 1Y | +47.6% | +76.0% | -28.4% | +23.0% |
| 3Y | +137.2% | +94.2% | +43.0% | +79.4% |
| All | +69.2% | -46.1% | +115.3% | +133.5% |
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