+59.0%
ILMN vs FCUV
-99.2%
+158.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -0.9% |
| 7D | -6.0% | -4.7% | -1.3% | -6.0% |
| 30D | -23.0% | -23.2% | +0.1% | -23.0% |
| 3M | +10.4% | -49.2% | +59.6% | +10.5% |
| 6M | +49.4% | -9.2% | +58.6% | +47.3% |
| YTD | +62.3% | -90.6% | +152.9% | +61.1% |
| 1Y | +73.7% | -97.9% | +171.6% | +73.5% |
| 3Y | +122.5% | -99.5% | +222.0% | +121.5% |
| 5Y | -43.2% | -99.9% | +56.7% | -43.3% |
| 10Y | +59.0% | -99.2% | +158.2% | +57.4% |
| All | +59.0% | -99.2% | +158.2% | +57.4% |
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