+40.7%
ILMN vs FE
+49.5%
-8.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +1.2% | +1.9% | -0.7% | +1.0% |
| 30D | +9.2% | -1.2% | +10.3% | +9.3% |
| 3M | +29.8% | +3.5% | +26.4% | +29.1% |
| 6M | +69.2% | -6.1% | +75.3% | +70.9% |
| YTD | +66.4% | +7.6% | +58.8% | +63.3% |
| 1Y | +123.4% | +11.9% | +111.5% | +116.5% |
| All | +40.7% | +49.5% | -8.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling