+27.6%
ILMN vs FTI
+304.2%
-276.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +12.3% | +12.3% | 0.0% | +10.3% |
| 3M | +33.5% | +13.8% | +19.8% | +30.7% |
| 6M | +69.4% | +24.3% | +45.1% | +62.9% |
| YTD | +60.9% | +75.8% | -14.9% | +46.4% |
| 1Y | +115.0% | +99.6% | +15.3% | +91.3% |
| 3Y | +37.0% | +278.4% | -241.4% | +9.0% |
| 5Y | -53.1% | +1,168.7% | -1,221.8% | -70.1% |
| 10Y | +27.6% | +297.5% | -269.9% | -15.0% |
| All | +27.6% | +304.2% | -276.7% | -15.0% |
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