+27.6%
ILMN vs FTV
+77.3%
-49.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +12.3% | -8.3% | +20.6% | +18.0% |
| 3M | +33.5% | -7.4% | +40.9% | +38.5% |
| 6M | +69.4% | -1.2% | +70.6% | +68.1% |
| YTD | +60.9% | +2.7% | +58.2% | +54.1% |
| 1Y | +115.0% | +18.4% | +96.5% | +88.0% |
| 3Y | +37.0% | -2.0% | +39.1% | +34.0% |
| 5Y | -53.1% | +3.4% | -56.6% | -56.3% |
| 10Y | +27.6% | +78.5% | -50.9% | -13.4% |
| All | +27.6% | +77.3% | -49.7% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling