+59.8%
ILMN vs FE
+105.3%
-45.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.9% |
| 7D | -9.7% | -1.0% | -8.7% | -9.4% |
| 30D | -20.4% | +4.1% | -24.6% | -21.5% |
| 3M | +10.0% | -1.0% | +11.0% | +10.1% |
| 6M | +49.5% | +4.0% | +45.5% | +47.0% |
| YTD | +62.5% | +6.8% | +55.7% | +57.8% |
| 1Y | +76.0% | +5.3% | +70.7% | +71.7% |
| 3Y | +94.2% | +44.6% | +49.6% | +67.6% |
| 5Y | -46.3% | +44.2% | -90.5% | -53.6% |
| All | +59.8% | +105.3% | -45.5% | +38.9% |
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