-70.9%
FCEL vs ILMN
+88.1%
-158.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.5% | +9.1% | +10.4% |
| 7D | -11.2% | -9.7% | -1.5% | -6.3% |
| 30D | -45.8% | -20.4% | -25.4% | -39.6% |
| 3M | -51.0% | +10.0% | -61.0% | -53.9% |
| 6M | -22.2% | +49.5% | -71.7% | -36.7% |
| YTD | +36.3% | +62.5% | -26.2% | +3.1% |
| 1Y | +29.0% | +76.0% | -47.0% | -7.1% |
| 3Y | -70.9% | +94.2% | -165.0% | -81.8% |
| All | -70.9% | +88.1% | -158.9% | -81.8% |
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