+18.1%
ILMN vs FND
+58.4%
-40.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -1.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +12.3% | -23.6% | +35.9% | +21.6% |
| 3M | +33.5% | +4.3% | +29.2% | +30.3% |
| 6M | +69.4% | -20.3% | +89.6% | +78.3% |
| YTD | +60.9% | -21.3% | +82.2% | +68.4% |
| 1Y | +115.0% | -45.4% | +160.3% | +151.3% |
| 3Y | +37.0% | -48.9% | +85.9% | +59.1% |
| 5Y | -53.1% | -61.0% | +7.9% | -44.0% |
| All | +18.1% | +58.4% | -40.3% | -1.2% |
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