-51.4%
ILMN vs FE
+45.0%
-96.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | +9.2% | -1.2% | +10.3% | +9.6% |
| 3M | +29.8% | +3.5% | +26.4% | +28.0% |
| 6M | +69.2% | -6.1% | +75.3% | +72.6% |
| YTD | +66.4% | +7.6% | +58.8% | +60.2% |
| 1Y | +123.4% | +11.9% | +111.5% | +110.7% |
| 3Y | +33.2% | +48.4% | -15.3% | +5.8% |
| All | -51.4% | +45.0% | -96.4% | -59.8% |
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