-99.0%
FCEL vs ILMN
+61.7%
-160.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +6.7% |
| 7D | +3.0% | -2.6% | +5.6% | +5.4% |
| 30D | -40.0% | -20.6% | -19.4% | -31.6% |
| 3M | -47.0% | +17.5% | -64.5% | -52.7% |
| 6M | -21.0% | +55.6% | -76.6% | -39.9% |
| YTD | +48.0% | +68.3% | -20.3% | +3.7% |
| 1Y | +43.9% | +81.1% | -37.2% | -3.7% |
| 3Y | -67.5% | +112.2% | -179.7% | -81.2% |
| 5Y | -96.7% | -42.6% | -54.1% | -96.1% |
| 10Y | -99.0% | +70.5% | -169.5% | -99.2% |
| All | -99.0% | +61.7% | -160.7% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling