+93.9%
ILMN vs FCUV
-98.1%
+192.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.5% | +2.6% | -4.9% |
| 7D | -21.6% | -8.6% | -13.0% | -21.5% |
| 30D | -22.9% | -25.9% | +3.1% | -22.8% |
| 3M | +11.6% | -69.8% | +81.4% | +11.8% |
| 6M | +62.5% | -31.6% | +94.2% | +62.1% |
| YTD | +72.7% | -90.1% | +162.8% | +71.9% |
| 1Y | +93.9% | -98.0% | +191.8% | +100.1% |
| All | +93.9% | -98.1% | +192.0% | +100.1% |
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