-47.5%
ILMN vs FLNC
-67.0%
+19.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.7% | -9.9% | -4.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.0% |
| 30D | +12.3% | -16.3% | +28.6% | +14.8% |
| 3M | +33.5% | -54.1% | +87.7% | +46.2% |
| 6M | +69.4% | -25.3% | +94.7% | +65.0% |
| YTD | +60.9% | -44.2% | +105.1% | +59.5% |
| 1Y | +115.0% | +53.1% | +61.9% | +69.7% |
| 3Y | +37.0% | -58.3% | +95.3% | +20.0% |
| All | -47.5% | -67.0% | +19.5% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling