-38.0%
ILMN vs FGI
-70.3%
+32.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -28.3% | -11.6% | -16.7% | -28.1% |
| 30D | -24.0% | -3.3% | -20.7% | -23.9% |
| 3M | +4.1% | +65.6% | -61.5% | +1.5% |
| 6M | +49.6% | -2.8% | +52.3% | +47.5% |
| YTD | +58.6% | +30.1% | +28.4% | +53.1% |
| 1Y | +69.9% | +50.2% | +19.7% | +62.6% |
| 3Y | +82.9% | -0.4% | +83.3% | +73.1% |
| All | -38.0% | -70.3% | +32.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling