+76.0%
ILMN vs FE
+5.1%
+70.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.1% |
| 7D | -9.7% | -1.0% | -8.7% | -9.9% |
| 30D | -20.4% | +4.1% | -24.6% | -19.8% |
| 3M | +10.0% | -1.0% | +11.0% | +10.5% |
| 6M | +49.5% | +4.0% | +45.5% | +51.8% |
| YTD | +62.5% | +6.8% | +55.7% | +61.5% |
| 1Y | +76.0% | +5.3% | +70.7% | +76.9% |
| All | +76.0% | +5.1% | +70.9% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling