+96.8%
ILMN vs FRMI
-78.6%
+175.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.8% |
| 7D | -9.2% | +10.9% | -20.1% | -9.2% |
| 30D | +4.4% | -24.3% | +28.7% | +4.3% |
| 3M | +23.9% | -21.8% | +45.7% | +23.7% |
| 6M | +64.5% | -33.0% | +97.5% | +63.2% |
| YTD | +53.5% | -32.6% | +86.1% | +52.9% |
| All | +96.8% | -78.6% | +175.4% | +87.6% |
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