+106.4%
ILMN vs FRMI
-77.3%
+183.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.5% | -14.8% | -3.3% |
| 7D | +1.9% | +23.3% | -21.4% | +1.8% |
| 30D | +12.3% | -7.6% | +19.9% | +12.3% |
| 3M | +33.5% | +0.2% | +33.4% | +33.4% |
| 6M | +69.4% | -28.7% | +98.1% | +68.1% |
| YTD | +60.9% | -28.6% | +89.5% | +60.3% |
| All | +106.4% | -77.3% | +183.7% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling