-65.9%
FCEL vs ILMN
+41.2%
-107.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | -15.8% | +1.2% | -17.0% | -16.6% |
| 30D | -29.3% | +9.2% | -38.5% | -33.0% |
| 3M | -30.1% | +29.8% | -60.0% | -39.2% |
| 6M | +74.4% | +69.2% | +5.2% | +29.6% |
| YTD | +104.5% | +66.4% | +38.1% | +50.3% |
| 1Y | +281.4% | +123.4% | +158.0% | +131.3% |
| All | -65.9% | +41.2% | -107.0% | -72.1% |
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 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