+3,989.4%
ILMN vs FTI
+1,715.2%
+2,274.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -2.6% | -4.3% | +1.8% | -1.4% |
| 30D | -20.6% | -8.0% | -12.6% | -19.0% |
| 3M | +17.5% | -8.0% | +25.5% | +19.7% |
| 6M | +55.6% | -8.7% | +64.3% | +57.9% |
| YTD | +68.3% | +43.9% | +24.4% | +50.7% |
| 1Y | +81.1% | +49.8% | +31.3% | +60.4% |
| 3Y | +112.2% | +211.7% | -99.5% | +50.7% |
| 5Y | -42.6% | +781.6% | -824.1% | -71.1% |
| 10Y | +70.5% | +180.2% | -109.7% | +0.2% |
| All | +3,989.4% | +1,715.2% | +2,274.2% | +1,189.9% |
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