+27.6%
ILMN vs FDS
+77.6%
-50.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.3% |
| 7D | +1.9% | -5.4% | +7.3% | +4.5% |
| 30D | +12.3% | +1.6% | +10.7% | +11.4% |
| 3M | +33.5% | +17.7% | +15.8% | +21.3% |
| 6M | +69.4% | +29.1% | +40.3% | +44.3% |
| YTD | +60.9% | +1.0% | +59.9% | +54.4% |
| 1Y | +115.0% | -21.6% | +136.6% | +134.1% |
| 3Y | +37.0% | -30.1% | +67.1% | +57.3% |
| 5Y | -53.1% | -20.7% | -32.4% | -50.0% |
| 10Y | +27.6% | +78.3% | -50.7% | -15.9% |
| All | +27.6% | +77.6% | -50.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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