+1,045.4%
ILMN vs FDS
+1,754.0%
-708.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | 0.0% |
| 7D | +1.2% | -1.9% | +3.1% | +2.1% |
| 30D | +9.2% | +9.0% | +0.2% | +4.9% |
| 3M | +29.8% | +18.9% | +11.0% | +17.9% |
| 6M | +69.2% | +35.1% | +34.1% | +42.5% |
| YTD | +66.4% | +5.5% | +60.9% | +55.4% |
| 1Y | +123.4% | -16.8% | +140.2% | +129.8% |
| 3Y | +33.2% | -28.1% | +61.2% | +45.6% |
| 5Y | -52.0% | -17.4% | -34.5% | -50.7% |
| 10Y | +33.6% | +85.4% | -51.8% | -7.6% |
| All | +1,045.4% | +1,754.0% | -708.6% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling