+94.2%
ILMN vs FGI
+1.5%
+92.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.5% |
| 7D | -9.7% | -7.0% | -2.7% | -9.6% |
| 30D | -20.4% | -4.2% | -16.2% | -20.3% |
| 3M | +10.0% | +55.6% | -45.6% | +8.4% |
| 6M | +49.5% | -3.2% | +52.6% | +48.2% |
| YTD | +62.5% | +29.1% | +33.4% | +59.0% |
| 1Y | +76.0% | +51.0% | +25.0% | +71.3% |
| 3Y | +94.2% | +1.5% | +92.6% | +91.8% |
| All | +94.2% | +1.5% | +92.6% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling