-67.5%
FCEL vs ILMN
+120.9%
-188.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.6% |
| 7D | +14.8% | +0.7% | +14.0% | +14.7% |
| 30D | -33.9% | -22.7% | -11.1% | -25.3% |
| 3M | -52.7% | +8.6% | -61.3% | -55.2% |
| 6M | -40.0% | +43.8% | -83.8% | -50.3% |
| YTD | +40.2% | +59.8% | -19.5% | +7.1% |
| 1Y | +32.9% | +71.8% | -38.8% | -2.9% |
| All | -67.5% | +120.9% | -188.4% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling