+108.7%
ILMN vs FLR
+33.3%
+75.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.5% |
| 7D | -3.9% | -3.1% | -0.7% | -3.5% |
| 30D | +6.9% | +4.9% | +1.9% | +6.4% |
| 3M | +28.1% | +10.8% | +17.3% | +25.9% |
| 6M | +65.0% | +19.7% | +45.3% | +58.6% |
| YTD | +56.3% | +38.4% | +17.9% | +43.6% |
| 1Y | +108.7% | +34.7% | +74.0% | +85.7% |
| All | +108.7% | +33.3% | +75.4% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling