-45.5%
ILMN vs FND
-61.6%
+16.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -9.7% | +7.7% | -17.4% | -12.6% |
| 30D | -20.4% | +11.9% | -32.3% | -24.1% |
| 3M | +10.0% | -14.6% | +24.6% | +15.5% |
| 6M | +49.5% | +0.5% | +49.0% | +45.2% |
| YTD | +62.5% | -15.8% | +78.3% | +65.7% |
| 1Y | +76.0% | -12.9% | +88.9% | +76.3% |
| 3Y | +94.2% | -34.2% | +128.3% | +106.6% |
| All | -45.5% | -61.6% | +16.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling