+56.0%
ILMN vs FN
+700.1%
-644.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | +0.3% |
| 7D | -2.9% | +0.3% | -3.1% | -3.1% |
| 30D | -23.8% | -16.5% | -7.3% | -21.3% |
| 3M | +7.5% | -42.1% | +49.6% | +17.7% |
| 6M | +42.8% | -52.9% | +95.6% | +60.1% |
| YTD | +57.8% | -28.0% | +85.8% | +56.1% |
| 1Y | +72.6% | -18.5% | +91.1% | +65.0% |
| 3Y | +129.3% | +93.9% | +35.5% | +64.7% |
| 5Y | -44.5% | +170.5% | -215.0% | -64.9% |
| All | +56.0% | +700.1% | -644.1% | -26.6% |
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