-47.6%
ILMN vs FN
+148.3%
-195.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -14.2% | +6.1% | -5.6% |
| 7D | -28.3% | -16.0% | -12.3% | -25.9% |
| 30D | -24.0% | -40.1% | +16.1% | -17.2% |
| 3M | +4.1% | -43.9% | +48.0% | +13.4% |
| 6M | +49.6% | -55.6% | +105.2% | +67.4% |
| YTD | +58.6% | -35.7% | +94.2% | +59.6% |
| 1Y | +69.9% | -39.8% | +109.7% | +72.7% |
| 3Y | +82.9% | +80.3% | +2.6% | +30.2% |
| 5Y | -47.6% | +143.3% | -190.9% | -69.2% |
| All | -47.6% | +148.3% | -195.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling