+36.2%
ILMN vs FRSH
-46.2%
+82.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -3.9% | -9.6% | +5.7% | -1.1% |
| 30D | +6.9% | -0.4% | +7.3% | +6.7% |
| 3M | +28.1% | +27.2% | +0.9% | +18.1% |
| 6M | +65.0% | +42.2% | +22.8% | +45.5% |
| YTD | +56.3% | -2.6% | +58.9% | +54.0% |
| 1Y | +108.7% | -10.2% | +118.9% | +110.7% |
| All | +36.2% | -46.2% | +82.4% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling