+70.5%
ILMN vs FTI
+185.2%
-114.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -2.6% | -4.3% | +1.8% | -1.9% |
| 30D | -20.6% | -8.0% | -12.6% | -19.7% |
| 3M | +17.5% | -8.0% | +25.5% | +18.8% |
| 6M | +55.6% | -8.7% | +64.3% | +57.0% |
| YTD | +68.3% | +43.9% | +24.4% | +57.8% |
| 1Y | +81.1% | +49.8% | +31.3% | +68.7% |
| 3Y | +112.2% | +211.7% | -99.5% | +74.6% |
| 5Y | -42.6% | +781.6% | -824.1% | -60.9% |
| 10Y | +70.5% | +180.2% | -109.7% | +22.3% |
| All | +70.5% | +185.2% | -114.7% | +22.3% |
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