+108.7%
ILMN vs FND
-45.4%
+154.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | +6.9% | -19.6% | +26.5% | +10.6% |
| 3M | +28.1% | -4.3% | +32.4% | +28.0% |
| 6M | +65.0% | -20.4% | +85.4% | +67.1% |
| YTD | +56.3% | -21.9% | +78.2% | +56.3% |
| 1Y | +108.7% | -45.2% | +153.9% | +151.8% |
| All | +108.7% | -45.4% | +154.1% | +151.8% |
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