+73.7%
ILMN vs FGI
+50.2%
+23.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.0% |
| 7D | -6.0% | +6.9% | -12.9% | -6.1% |
| 30D | -23.0% | +3.9% | -27.0% | -23.1% |
| 3M | +10.4% | +74.3% | -63.9% | +8.8% |
| 6M | +49.4% | +28.9% | +20.5% | +47.9% |
| YTD | +62.3% | +39.1% | +23.2% | +58.9% |
| 1Y | +73.7% | +49.3% | +24.3% | +66.4% |
| All | +73.7% | +50.2% | +23.5% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling