+93.9%
ILMN vs FRSH
+21.1%
+72.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -3.8% |
| 7D | -21.6% | -13.8% | -7.8% | -19.6% |
| 30D | -22.9% | +0.3% | -23.2% | -22.8% |
| 3M | +11.6% | +10.1% | +1.5% | +10.2% |
| 6M | +62.5% | +47.7% | +14.9% | +51.3% |
| YTD | +72.7% | +8.2% | +64.5% | +68.1% |
| 1Y | +93.9% | +21.4% | +72.4% | +79.0% |
| All | +93.9% | +21.1% | +72.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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