-35.9%
ILMN vs FGI
-70.0%
+34.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | -9.8% | -4.1% | -5.7% | -9.7% |
| 30D | -22.7% | -3.4% | -19.4% | -22.7% |
| 3M | +12.1% | +61.8% | -49.7% | +9.4% |
| 6M | +51.5% | +17.0% | +34.4% | +48.7% |
| YTD | +63.9% | +31.4% | +32.4% | +58.1% |
| 1Y | +76.6% | +42.7% | +33.9% | +69.2% |
| 3Y | +124.6% | -0.1% | +124.7% | +112.6% |
| All | -35.9% | -70.0% | +34.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling