+23.5%
ILMN vs FND
+76.3%
-52.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.4% |
| 7D | -2.6% | +8.5% | -11.1% | -5.3% |
| 30D | -20.6% | +17.2% | -37.8% | -24.7% |
| 3M | +17.5% | -14.9% | +32.4% | +22.4% |
| 6M | +55.6% | +3.1% | +52.5% | +51.2% |
| YTD | +68.3% | -12.4% | +80.7% | +69.4% |
| 1Y | +81.1% | -10.0% | +91.1% | +80.4% |
| 3Y | +112.2% | -31.3% | +143.5% | +124.2% |
| 5Y | -42.6% | -60.3% | +17.7% | -32.5% |
| All | +23.5% | +76.3% | -52.8% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling