+37.0%
ILMN vs FCUV
-99.2%
+136.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -65.2% | +62.0% | -2.8% |
| 7D | +1.9% | -47.9% | +49.8% | +2.1% |
| 30D | +12.3% | +13.7% | -1.4% | +11.9% |
| 3M | +33.5% | +97.0% | -63.5% | +30.2% |
| 6M | +69.4% | -66.1% | +135.5% | +69.1% |
| YTD | +60.9% | -81.8% | +142.7% | +62.6% |
| 1Y | +115.0% | -93.3% | +208.3% | +121.7% |
| 3Y | +37.0% | -99.2% | +136.2% | +49.4% |
| All | +37.0% | -99.2% | +136.2% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling