+281.4%
FCEL vs ILMN
+127.6%
+153.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | -15.8% | +1.2% | -17.0% | -16.2% |
| 30D | -29.3% | +9.2% | -38.5% | -31.0% |
| 3M | -30.1% | +29.8% | -60.0% | -34.3% |
| 6M | +74.4% | +69.2% | +5.2% | +52.3% |
| YTD | +104.5% | +66.4% | +38.1% | +76.6% |
| 1Y | +281.4% | +123.4% | +158.0% | +192.6% |
| All | +281.4% | +127.6% | +153.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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