+93.9%
ILMN vs FTV
+37.8%
+56.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -5.2% |
| 7D | -21.6% | +6.6% | -28.2% | -22.2% |
| 30D | -22.9% | +19.1% | -42.0% | -24.5% |
| 3M | +11.6% | +13.1% | -1.5% | +9.6% |
| 6M | +62.5% | +14.0% | +48.5% | +59.3% |
| YTD | +72.7% | +24.2% | +48.5% | +67.2% |
| 1Y | +93.9% | +36.4% | +57.5% | +78.7% |
| All | +93.9% | +37.8% | +56.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling