+22.1%
ILMN vs FND
+66.0%
-44.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | +1.2% | -5.2% | +6.4% | +2.9% |
| 30D | +9.2% | -19.9% | +29.1% | +16.5% |
| 3M | +29.8% | +2.7% | +27.1% | +27.3% |
| 6M | +69.2% | -21.7% | +90.9% | +79.1% |
| YTD | +66.4% | -17.5% | +83.9% | +71.6% |
| 1Y | +123.4% | -39.3% | +162.7% | +152.5% |
| 3Y | +33.2% | -49.8% | +82.9% | +55.5% |
| 5Y | -52.0% | -60.1% | +8.1% | -43.1% |
| All | +22.1% | +66.0% | -44.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling