-100.0%
FCEL vs ILMN
+1,401.8%
-1,501.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -15.8% | +1.2% | -17.0% | -16.3% |
| 30D | -29.3% | +9.2% | -38.5% | -31.6% |
| 3M | -30.1% | +29.8% | -60.0% | -35.9% |
| 6M | +74.4% | +69.2% | +5.2% | +45.5% |
| YTD | +104.5% | +66.4% | +38.1% | +70.1% |
| 1Y | +281.4% | +123.4% | +158.0% | +188.6% |
| 3Y | -66.1% | +33.2% | -99.3% | -70.1% |
| 5Y | -91.9% | -52.0% | -39.9% | -90.3% |
| 10Y | -99.2% | +33.6% | -132.8% | -99.3% |
| All | -100.0% | +1,401.8% | -1,501.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling