+16.3%
ILMN vs FCUV
-94.7%
+111.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +136.0% | -137.2% | -1.7% |
| 7D | -2.9% | +148.8% | -151.6% | -3.4% |
| 30D | -23.8% | +95.0% | -118.9% | -24.1% |
| 3M | +7.5% | +27.8% | -20.3% | +7.0% |
| 6M | +42.8% | +121.0% | -78.2% | +40.2% |
| YTD | +57.8% | -78.1% | +136.0% | +55.9% |
| 1Y | +72.6% | -94.3% | +166.9% | +71.4% |
| 3Y | +129.3% | -98.9% | +228.3% | +127.2% |
| 5Y | -44.5% | -99.7% | +55.2% | -44.9% |
| 10Y | +54.5% | -98.2% | +152.8% | +53.4% |
| All | +16.3% | -94.7% | +111.0% | +16.9% |
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 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