+123.4%
ILMN vs FCUV
-81.1%
+204.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.5% |
| 7D | +1.2% | +62.8% | -61.6% | +1.1% |
| 30D | +9.2% | +66.5% | -57.3% | +9.1% |
| 3M | +29.8% | +459.9% | -430.1% | +29.5% |
| 6M | +69.2% | -12.4% | +81.6% | +69.8% |
| YTD | +66.4% | -47.5% | +113.9% | +69.5% |
| 1Y | +123.4% | -80.5% | +203.9% | +124.9% |
| All | +123.4% | -81.1% | +204.5% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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