-42.6%
ILMN vs FE
+48.1%
-90.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -2.6% | -1.1% | -1.4% | -2.2% |
| 30D | -20.6% | +4.6% | -25.3% | -22.0% |
| 3M | +17.5% | -0.8% | +18.3% | +17.6% |
| 6M | +55.6% | +7.3% | +48.3% | +51.0% |
| YTD | +68.3% | +8.3% | +60.0% | +61.4% |
| 1Y | +81.1% | +5.7% | +75.4% | +75.5% |
| 3Y | +112.2% | +49.0% | +63.1% | +67.3% |
| 5Y | -42.6% | +49.2% | -91.8% | -51.2% |
| All | -42.6% | +48.1% | -90.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling