-34.9%
ILMN vs FGI
-70.4%
+35.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.7% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +9.2% | +65.4% | -56.2% | +6.6% |
| 3M | +29.8% | +23.5% | +6.3% | +27.5% |
| 6M | +69.2% | +60.5% | +8.7% | +62.5% |
| YTD | +66.4% | +30.0% | +36.4% | +60.6% |
| 1Y | +123.4% | +82.1% | +41.3% | +109.1% |
| 3Y | +33.2% | -4.4% | +37.6% | +26.3% |
| All | -34.9% | -70.4% | +35.4% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling