+41.2%
ILMN vs FTV
-0.9%
+42.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -4.5% | +5.7% | +3.7% |
| 30D | +9.2% | -7.1% | +16.2% | +13.4% |
| 3M | +29.8% | -7.2% | +37.0% | +34.0% |
| 6M | +69.2% | -1.5% | +70.7% | +67.6% |
| YTD | +66.4% | +3.5% | +62.9% | +57.7% |
| 1Y | +123.4% | +20.3% | +103.1% | +88.4% |
| All | +41.2% | -0.9% | +42.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling