-48.4%
ILMN vs FRSH
-70.6%
+22.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.2% | -0.2% |
| 7D | +1.2% | -8.2% | +9.4% | +3.8% |
| 30D | +9.2% | +10.5% | -1.3% | +5.7% |
| 3M | +29.8% | +32.7% | -2.9% | +18.1% |
| 6M | +69.2% | +50.3% | +18.9% | +46.8% |
| YTD | +66.4% | +3.9% | +62.5% | +59.7% |
| 1Y | +123.4% | -2.2% | +125.6% | +118.0% |
| 3Y | +33.2% | -42.9% | +76.1% | +47.6% |
| All | -48.4% | -70.6% | +22.2% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling