-45.5%
ILMN vs FTI
+776.4%
-821.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.0% |
| 7D | -9.7% | -7.6% | -2.1% | -8.6% |
| 30D | -20.4% | -7.1% | -13.3% | -19.6% |
| 3M | +10.0% | -8.7% | +18.7% | +11.4% |
| 6M | +49.5% | -14.0% | +63.5% | +52.3% |
| YTD | +62.5% | +42.8% | +19.6% | +51.3% |
| 1Y | +76.0% | +50.4% | +25.6% | +62.5% |
| 3Y | +94.2% | +194.1% | -99.9% | +58.9% |
| All | -45.5% | +776.4% | -821.9% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling