+320.9%
FCEL vs ILMN
+113.9%
+206.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.3% | +22.1% | +19.5% |
| 7D | +4.0% | +1.9% | +2.1% | +3.1% |
| 30D | -13.1% | +12.3% | -25.4% | -16.2% |
| 3M | +14.6% | +33.5% | -19.0% | +6.4% |
| 6M | +133.7% | +69.4% | +64.3% | +102.0% |
| YTD | +143.0% | +60.9% | +82.0% | +110.9% |
| 1Y | +320.9% | +115.0% | +205.9% | +224.2% |
| All | +320.9% | +113.9% | +206.9% | +224.2% |
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 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