-51.4%
ILMN vs FND
-60.2%
+8.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +1.2% | -5.2% | +6.4% | +3.3% |
| 30D | +9.2% | -19.9% | +29.1% | +18.4% |
| 3M | +29.8% | +2.7% | +27.1% | +26.4% |
| 6M | +69.2% | -21.7% | +90.9% | +81.8% |
| YTD | +66.4% | -17.5% | +83.9% | +72.3% |
| 1Y | +123.4% | -39.3% | +162.7% | +161.8% |
| 3Y | +33.2% | -49.8% | +82.9% | +61.0% |
| All | -51.4% | -60.2% | +8.8% | -40.8% |
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 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