-42.7%
ILMN vs FCUV
-99.9%
+57.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -2.7% |
| 7D | -9.8% | -15.3% | +5.5% | -9.6% |
| 30D | -22.7% | -29.7% | +7.0% | -22.4% |
| 3M | +12.1% | -54.5% | +66.6% | +12.4% |
| 6M | +51.5% | -26.7% | +78.2% | +46.4% |
| YTD | +63.9% | -91.0% | +154.8% | +66.9% |
| 1Y | +76.6% | -98.0% | +174.6% | +91.2% |
| 3Y | +124.6% | -99.5% | +224.1% | +149.1% |
| 5Y | -42.7% | -99.9% | +57.2% | -33.9% |
| All | -42.7% | -99.9% | +57.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling