+2,176.3%
ILMN vs FLR
+482.5%
+1,693.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.7% |
| 7D | -9.7% | -0.8% | -8.9% | -9.4% |
| 30D | -20.4% | -9.1% | -11.3% | -18.5% |
| 3M | +10.0% | -4.7% | +14.7% | +10.4% |
| 6M | +49.5% | -14.2% | +63.7% | +52.2% |
| YTD | +62.5% | +17.3% | +45.2% | +52.8% |
| 1Y | +76.0% | +4.3% | +71.7% | +69.9% |
| 3Y | +94.2% | +30.7% | +63.4% | +71.3% |
| 5Y | -46.3% | +101.3% | -147.6% | -58.3% |
| 10Y | +62.7% | +12.4% | +50.4% | +18.6% |
| All | +2,176.3% | +482.5% | +1,693.8% | +795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling