+93.9%
ILMN vs FIGR
-41.8%
+135.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.1% | -5.1% |
| 7D | -21.6% | -1.3% | -20.2% | -21.4% |
| 30D | -22.9% | -17.6% | -5.3% | -22.2% |
| 3M | +11.6% | -16.7% | +28.3% | +12.3% |
| 6M | +62.5% | -36.1% | +98.7% | +65.1% |
| YTD | +72.7% | -43.6% | +116.4% | +72.8% |
| 1Y | +93.9% | -39.8% | +133.7% | +93.8% |
| All | +93.9% | -41.8% | +135.7% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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