+27.6%
ILMN vs FLR
+18.9%
+8.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +12.3% | -0.7% | +13.0% | +12.2% |
| 3M | +33.5% | +14.3% | +19.2% | +29.9% |
| 6M | +69.4% | +25.6% | +43.8% | +61.4% |
| YTD | +60.9% | +42.9% | +18.0% | +49.8% |
| 1Y | +115.0% | +38.7% | +76.2% | +100.5% |
| 3Y | +37.0% | +61.8% | -24.8% | +22.5% |
| 5Y | -53.1% | +254.1% | -307.2% | -62.9% |
| 10Y | +27.6% | +20.0% | +7.5% | +8.5% |
| All | +27.6% | +18.9% | +8.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling