+123.4%
ILMN vs FHN
+13.2%
+110.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +9.2% | -4.7% | +13.9% | +9.9% |
| 3M | +29.8% | +3.5% | +26.3% | +28.8% |
| 6M | +69.2% | +7.8% | +61.4% | +66.5% |
| YTD | +66.4% | +5.9% | +60.5% | +62.5% |
| 1Y | +123.4% | +12.5% | +110.9% | +113.0% |
| All | +123.4% | +13.2% | +110.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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