+59.0%
ILMN vs FE
+120.9%
-62.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | -23.0% | +3.6% | -26.6% | -24.0% |
| 3M | +10.4% | +0.3% | +10.1% | +10.1% |
| 6M | +49.4% | +6.4% | +43.0% | +45.9% |
| YTD | +62.3% | +8.1% | +54.2% | +57.0% |
| 1Y | +73.7% | +4.6% | +69.1% | +69.9% |
| 3Y | +122.5% | +49.1% | +73.4% | +89.8% |
| 5Y | -43.2% | +46.1% | -89.3% | -51.1% |
| 10Y | +59.0% | +122.7% | -63.8% | +35.8% |
| All | +59.0% | +120.9% | -62.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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