+70.5%
ILMN vs FN
+837.6%
-767.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.9% | -8.3% | +1.2% |
| 7D | -2.6% | +16.3% | -18.8% | -5.7% |
| 30D | -20.6% | -24.7% | +4.1% | -16.5% |
| 3M | +17.5% | -34.9% | +52.4% | +25.5% |
| 6M | +55.6% | -41.1% | +96.7% | +66.3% |
| YTD | +68.3% | -19.6% | +88.0% | +63.0% |
| 1Y | +81.1% | -18.5% | +99.6% | +73.8% |
| 3Y | +112.2% | +119.1% | -7.0% | +48.9% |
| 5Y | -42.6% | +206.9% | -249.5% | -64.5% |
| 10Y | +70.5% | +826.4% | -755.9% | -21.9% |
| All | +70.5% | +837.6% | -767.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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