+22.6%
ILMN vs FCUV
-87.2%
+109.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.5% |
| 7D | +1.2% | +62.8% | -61.6% | +1.0% |
| 30D | +9.2% | +66.5% | -57.3% | +8.9% |
| 3M | +29.8% | +459.9% | -430.1% | +27.5% |
| 6M | +69.2% | -12.4% | +81.6% | +66.9% |
| YTD | +66.4% | -47.5% | +113.9% | +64.4% |
| 1Y | +123.4% | -80.5% | +203.9% | +121.4% |
| 3Y | +33.2% | -97.6% | +130.8% | +32.0% |
| 5Y | -52.0% | -99.5% | +47.6% | -52.3% |
| 10Y | +33.6% | -95.8% | +129.4% | +32.7% |
| All | +22.6% | -87.2% | +109.9% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling