+31.8%
ILMN vs FN
+900.0%
-868.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.2% |
| 7D | +1.2% | -1.7% | +2.9% | +1.5% |
| 30D | +9.2% | -22.0% | +31.2% | +13.9% |
| 3M | +29.8% | -43.0% | +72.8% | +43.0% |
| 6M | +69.2% | -27.7% | +97.0% | +73.2% |
| YTD | +66.4% | -10.5% | +76.9% | +59.1% |
| 1Y | +123.4% | +12.5% | +110.9% | +100.1% |
| 3Y | +33.2% | +153.8% | -120.6% | -10.2% |
| 5Y | -52.0% | +288.0% | -340.0% | -72.4% |
| All | +31.8% | +900.0% | -868.2% | -38.4% |
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