+56.0%
ILMN vs FTI
+189.4%
-133.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -2.9% | +4.3% | -7.2% | -3.5% |
| 30D | -23.8% | -4.7% | -19.2% | -23.4% |
| 3M | +7.5% | -13.5% | +21.0% | +9.6% |
| 6M | +42.8% | -8.7% | +51.5% | +44.0% |
| YTD | +57.8% | +49.0% | +8.8% | +47.2% |
| 1Y | +72.6% | +54.0% | +18.6% | +60.1% |
| 3Y | +129.3% | +211.6% | -82.3% | +88.9% |
| 5Y | -44.5% | +881.9% | -926.4% | -62.8% |
| All | +56.0% | +189.4% | -133.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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