+3,880.7%
ILMN vs FTI
+1,731.3%
+2,149.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.9% |
| 7D | -9.8% | -3.3% | -6.5% | -8.9% |
| 30D | -22.7% | -7.2% | -15.5% | -21.4% |
| 3M | +12.1% | -12.9% | +24.9% | +15.8% |
| 6M | +51.5% | -7.9% | +59.3% | +53.3% |
| YTD | +63.9% | +45.2% | +18.7% | +46.3% |
| 1Y | +76.6% | +48.1% | +28.5% | +56.9% |
| 3Y | +124.6% | +205.0% | -80.4% | +60.6% |
| 5Y | -42.7% | +838.8% | -881.5% | -71.7% |
| 10Y | +59.7% | +174.8% | -115.1% | -5.5% |
| All | +3,880.7% | +1,731.3% | +2,149.3% | +1,152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling