+56.0%
ILMN vs FN
+663.9%
-608.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -14.2% | +6.1% | -5.3% |
| 7D | -28.3% | -16.0% | -12.3% | -25.6% |
| 30D | -24.0% | -40.1% | +16.1% | -16.1% |
| 3M | +4.1% | -43.9% | +48.0% | +14.7% |
| 6M | +49.6% | -55.6% | +105.2% | +69.7% |
| YTD | +58.6% | -35.7% | +94.2% | +60.9% |
| 1Y | +69.9% | -39.8% | +109.7% | +74.1% |
| 3Y | +82.9% | +80.3% | +2.6% | +33.5% |
| 5Y | -47.6% | +143.3% | -190.9% | -66.0% |
| All | +56.0% | +663.9% | -608.0% | -25.4% |
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