+93.9%
ILMN vs FND
-10.3%
+104.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.9% | -15.8% | -6.6% |
| 7D | -21.6% | +12.3% | -33.9% | -22.8% |
| 30D | -22.9% | +14.7% | -37.6% | -24.4% |
| 3M | +11.6% | -12.0% | +23.6% | +14.2% |
| 6M | +62.5% | +10.8% | +51.8% | +58.2% |
| YTD | +72.7% | -12.3% | +85.0% | +67.2% |
| 1Y | +93.9% | -13.4% | +107.2% | +88.1% |
| All | +93.9% | -10.3% | +104.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling