+991.7%
ILMN vs FE
+494.9%
+496.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.1% |
| 7D | -28.3% | +0.6% | -28.9% | -28.5% |
| 30D | -24.0% | +6.4% | -30.4% | -25.6% |
| 3M | +4.1% | -0.5% | +4.5% | +4.0% |
| 6M | +49.6% | +4.7% | +44.8% | +46.6% |
| YTD | +58.6% | +8.4% | +50.2% | +53.1% |
| 1Y | +69.9% | +7.2% | +62.7% | +64.6% |
| 3Y | +82.9% | +44.9% | +38.0% | +57.8% |
| 5Y | -47.6% | +46.3% | -93.9% | -55.0% |
| 10Y | +58.8% | +110.3% | -51.4% | +15.2% |
| All | +991.7% | +494.9% | +496.8% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling