+58.0%
ILMN vs FTV
+119.0%
-61.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | -20.4% | +15.7% | -36.1% | -26.7% |
| 3M | +10.0% | +7.5% | +2.5% | +5.4% |
| 6M | +49.5% | +8.5% | +41.0% | +41.2% |
| YTD | +62.5% | +18.8% | +43.7% | +43.3% |
| 1Y | +76.0% | +28.5% | +47.4% | +47.9% |
| 3Y | +94.2% | +34.0% | +60.2% | +58.7% |
| 5Y | -46.3% | +12.6% | -58.9% | -52.4% |
| 10Y | +62.7% | +111.4% | -48.7% | +9.2% |
| All | +58.0% | +119.0% | -61.0% | +9.1% |
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