+43.1%
FCEL vs ILMN
+79.5%
-36.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.8% |
| 7D | +3.0% | -2.6% | +5.6% | +4.0% |
| 30D | -40.0% | -20.6% | -19.4% | -37.6% |
| 3M | -47.0% | +17.5% | -64.5% | -45.3% |
| 6M | -21.0% | +55.6% | -76.6% | -14.5% |
| YTD | +48.0% | +68.3% | -20.3% | +59.9% |
| All | +43.1% | +79.5% | -36.4% | +50.1% |
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