-42.7%
ILMN vs FN
+194.7%
-237.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -1.8% |
| 7D | -9.8% | -4.1% | -5.7% | -9.3% |
| 30D | -22.7% | -28.3% | +5.6% | -18.7% |
| 3M | +12.1% | -33.9% | +45.9% | +18.5% |
| 6M | +51.5% | -43.9% | +95.4% | +62.0% |
| YTD | +63.9% | -23.4% | +87.3% | +59.6% |
| 1Y | +76.6% | -25.4% | +102.0% | +72.0% |
| 3Y | +124.6% | +107.9% | +16.7% | +56.2% |
| 5Y | -42.7% | +195.1% | -237.8% | -67.3% |
| All | -42.7% | +194.7% | -237.4% | -67.3% |
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