+58.0%
ILMN vs FE
+123.7%
-65.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -22.7% | +3.9% | -26.6% | -23.7% |
| 3M | +8.6% | -0.1% | +8.7% | +8.4% |
| 6M | +43.8% | +6.1% | +37.7% | +40.6% |
| YTD | +59.8% | +8.1% | +51.7% | +54.6% |
| 1Y | +71.8% | +4.4% | +67.4% | +68.1% |
| 3Y | +119.0% | +49.0% | +70.0% | +86.8% |
| 5Y | -43.8% | +46.1% | -89.9% | -51.7% |
| All | +58.0% | +123.7% | -65.8% | +35.9% |
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