-51.5%
ILMN vs FTI
+1,137.0%
-1,188.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +5.3% | -4.1% | +0.5% |
| 30D | +9.2% | +15.3% | -6.2% | +7.0% |
| 3M | +29.8% | +15.8% | +14.1% | +26.9% |
| 6M | +69.2% | +22.6% | +46.6% | +63.3% |
| YTD | +66.4% | +79.5% | -13.2% | +50.6% |
| 1Y | +123.4% | +102.0% | +21.4% | +98.1% |
| 3Y | +33.2% | +315.8% | -282.7% | +4.8% |
| All | -51.5% | +1,137.0% | -1,188.5% | -68.3% |
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 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