-50.0%
ILMN vs FLNC
-71.1%
+21.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.3% |
| 7D | -9.2% | -5.0% | -4.2% | -8.7% |
| 30D | +4.4% | -26.1% | +30.5% | +8.5% |
| 3M | +23.9% | -55.2% | +79.1% | +36.1% |
| 6M | +64.5% | -42.6% | +107.1% | +66.7% |
| YTD | +53.5% | -51.0% | +104.5% | +54.8% |
| 1Y | +110.8% | +43.3% | +67.4% | +67.4% |
| 3Y | +30.7% | -63.4% | +94.1% | +16.4% |
| All | -50.0% | -71.1% | +21.1% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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