+61.8%
ILMN vs FTV
+90.8%
-29.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -4.5% | +5.7% | +3.9% |
| 30D | +9.2% | -7.1% | +16.2% | +13.8% |
| 3M | +29.8% | -7.2% | +37.0% | +34.4% |
| 6M | +69.2% | -1.5% | +70.7% | +68.3% |
| YTD | +66.4% | +3.5% | +62.9% | +58.8% |
| 1Y | +123.4% | +20.3% | +103.1% | +94.1% |
| 3Y | +33.2% | -3.1% | +36.3% | +31.2% |
| 5Y | -52.0% | +2.3% | -54.3% | -54.9% |
| 10Y | +33.6% | +76.3% | -42.7% | -3.5% |
| All | +61.8% | +90.8% | -29.0% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling