+72.6%
ILMN vs FIGR
-30.4%
+103.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.1% |
| 7D | -2.9% | +11.0% | -13.9% | -3.6% |
| 30D | -23.8% | +0.7% | -24.5% | -24.0% |
| 3M | +7.5% | -20.9% | +28.4% | +8.0% |
| 6M | +42.8% | -37.7% | +80.5% | +44.5% |
| YTD | +57.8% | -38.2% | +96.1% | +56.8% |
| 1Y | +72.6% | -27.1% | +99.7% | +72.6% |
| All | +72.6% | -30.4% | +103.0% | +72.6% |
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