-97.0%
FCEL vs ILMN
-44.7%
-52.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -4.8% |
| 7D | -2.8% | -2.9% | +0.1% | -0.9% |
| 30D | -31.6% | -23.8% | -7.8% | -19.4% |
| 3M | -52.4% | +7.5% | -59.9% | -55.7% |
| 6M | -51.4% | +42.8% | -94.2% | -62.2% |
| YTD | +32.4% | +57.8% | -25.4% | -7.4% |
| 1Y | +37.5% | +72.6% | -35.1% | -9.9% |
| 3Y | -69.3% | +129.3% | -198.6% | -84.9% |
| All | -97.0% | -44.7% | -52.4% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling