+3,942.0%
ILMN vs FTI
+2,165.1%
+1,776.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +5.3% | -4.1% | -0.1% |
| 30D | +9.2% | +15.3% | -6.2% | +5.2% |
| 3M | +29.8% | +15.8% | +14.1% | +24.5% |
| 6M | +69.2% | +22.6% | +46.6% | +58.9% |
| YTD | +66.4% | +79.5% | -13.2% | +41.0% |
| 1Y | +123.4% | +102.0% | +21.4% | +83.0% |
| 3Y | +33.2% | +315.8% | -282.7% | -12.4% |
| 5Y | -52.0% | +1,129.5% | -1,181.5% | -78.0% |
| 10Y | +33.6% | +320.9% | -287.3% | -30.4% |
| All | +3,942.0% | +2,165.1% | +1,776.9% | +1,107.2% |
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