+7,050.4%
FTNT vs ILMN
+605.4%
+6,445.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.7% |
| 7D | -12.7% | -9.7% | -3.0% | -10.2% |
| 30D | -37.2% | -20.4% | -16.8% | -33.6% |
| 3M | -25.8% | +10.0% | -35.8% | -29.0% |
| 6M | +32.1% | +49.5% | -17.4% | +15.0% |
| YTD | +49.7% | +62.5% | -12.8% | +25.6% |
| 1Y | +47.6% | +76.0% | -28.4% | +20.9% |
| 3Y | +137.2% | +94.2% | +43.0% | +77.5% |
| 5Y | +74.2% | -46.3% | +120.5% | +86.7% |
| 10Y | +1,824.2% | +62.7% | +1,761.5% | +1,373.4% |
| All | +7,050.4% | +605.4% | +6,445.0% | +3,785.9% |
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