+122.3%
ILMN vs FIGR
-31.9%
+154.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.9% | -4.3% | +3.1% |
| 7D | -2.6% | +12.5% | -15.1% | -3.3% |
| 30D | -20.6% | -14.1% | -6.5% | -20.2% |
| 3M | +17.5% | -14.3% | +31.8% | +17.9% |
| 6M | +55.6% | -34.8% | +90.4% | +57.6% |
| YTD | +68.3% | -40.0% | +108.3% | +69.3% |
| 1Y | +81.1% | -32.9% | +114.0% | +81.2% |
| All | +122.3% | -31.9% | +154.2% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling