-51.4%
ILMN vs FDS
-17.4%
-34.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.2% |
| 7D | +1.2% | -1.9% | +3.1% | +2.0% |
| 30D | +9.2% | +9.0% | +0.2% | +5.5% |
| 3M | +29.8% | +18.9% | +11.0% | +19.6% |
| 6M | +69.2% | +35.1% | +34.1% | +44.6% |
| YTD | +66.4% | +5.5% | +60.9% | +60.6% |
| 1Y | +123.4% | -16.8% | +140.2% | +146.2% |
| 3Y | +33.2% | -28.1% | +61.2% | +57.8% |
| All | -51.4% | -17.4% | -34.0% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling