+21.2%
ILMN vs FCUV
-98.6%
+119.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -9.2% | -72.0% | +62.8% | -8.9% |
| 30D | +4.4% | -8.0% | +12.4% | +4.2% |
| 3M | +23.9% | +66.3% | -42.4% | +21.9% |
| 6M | +64.5% | -75.3% | +139.8% | +62.8% |
| YTD | +53.5% | -83.0% | +136.4% | +52.0% |
| 1Y | +110.8% | -94.7% | +205.4% | +109.6% |
| 3Y | +30.7% | -99.3% | +129.9% | +29.8% |
| 5Y | -54.8% | -99.9% | +45.0% | -55.1% |
| All | +21.2% | -98.6% | +119.8% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling