+112.5%
ILMN vs FIGR
+6.3%
+106.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.7% | -3.6% |
| 7D | +1.9% | +13.5% | -11.6% | +1.2% |
| 30D | +12.3% | +33.7% | -21.4% | +10.8% |
| 3M | +33.5% | +37.3% | -3.8% | +31.6% |
| 6M | +69.4% | +25.5% | +43.8% | +67.6% |
| YTD | +60.9% | -6.3% | +67.2% | +59.1% |
| All | +112.5% | +6.3% | +106.2% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling