-43.8%
ILMN vs FRSH
-66.7%
+22.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +4.6% | -7.5% | -4.3% |
| 30D | -23.8% | -7.5% | -16.4% | -22.1% |
| 3M | +7.5% | -0.1% | +7.5% | +7.0% |
| 6M | +42.8% | +54.5% | -11.7% | +22.1% |
| YTD | +57.8% | +3.4% | +54.4% | +51.0% |
| 1Y | +72.6% | +6.4% | +66.2% | +63.5% |
| 3Y | +129.3% | -26.3% | +155.6% | +134.7% |
| All | -43.8% | -66.7% | +22.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling