-45.5%
ILMN vs FE
+42.2%
-87.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.6% |
| 3M | +10.0% | -1.0% | +11.0% | +10.2% |
| 6M | +49.5% | +4.0% | +45.5% | +46.6% |
| YTD | +62.5% | +6.8% | +55.7% | +56.5% |
| 1Y | +76.0% | +5.3% | +70.7% | +70.5% |
| 3Y | +94.2% | +44.6% | +49.6% | +55.3% |
| All | -45.5% | +42.2% | -87.7% | -53.6% |
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