+113.4%
ILMN vs FRMI
-79.6%
+193.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -1.6% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | +9.2% | -17.3% | +26.5% | +9.2% |
| 3M | +29.8% | -17.2% | +47.0% | +29.7% |
| 6M | +69.2% | -43.4% | +112.6% | +67.3% |
| YTD | +66.4% | -36.0% | +102.4% | +65.8% |
| All | +113.4% | -79.6% | +193.0% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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