-43.8%
ILMN vs FDS
-23.2%
-20.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.6% |
| 30D | -22.7% | +14.1% | -36.8% | -27.1% |
| 3M | +8.6% | +19.8% | -11.1% | +0.1% |
| 6M | +43.8% | +55.0% | -11.1% | +15.5% |
| YTD | +59.8% | +15.9% | +43.9% | +47.1% |
| 1Y | +71.8% | +24.2% | +47.6% | +50.9% |
| 3Y | +119.0% | -24.0% | +143.0% | +156.6% |
| 5Y | -43.8% | -23.3% | -20.5% | -39.4% |
| All | -43.8% | -23.2% | -20.6% | -39.4% |
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