-52.4%
ILMN vs FRSH
-72.6%
+20.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -9.2% | -11.2% | +2.0% | -6.0% |
| 30D | +4.4% | -0.8% | +5.2% | +4.3% |
| 3M | +23.9% | +26.4% | -2.5% | +14.3% |
| 6M | +64.5% | +48.4% | +16.1% | +43.3% |
| YTD | +53.5% | -3.1% | +56.6% | +50.4% |
| 1Y | +110.8% | -8.7% | +119.5% | +109.9% |
| 3Y | +30.7% | -45.8% | +76.5% | +47.1% |
| All | -52.4% | -72.6% | +20.2% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling