-100.0%
FCEL vs ILMN
+1,366.8%
-1,466.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.5% | +9.1% | +10.8% |
| 7D | -11.2% | -9.7% | -1.5% | -7.9% |
| 30D | -45.8% | -20.4% | -25.4% | -41.5% |
| 3M | -51.0% | +10.0% | -61.0% | -52.9% |
| 6M | -22.2% | +49.5% | -71.7% | -32.0% |
| YTD | +36.3% | +62.5% | -26.2% | +13.9% |
| 1Y | +29.0% | +76.0% | -47.0% | +5.1% |
| 3Y | -70.9% | +94.2% | -165.0% | -77.2% |
| 5Y | -96.3% | -46.3% | -50.0% | -95.7% |
| 10Y | -99.1% | +62.7% | -161.8% | -99.2% |
| All | -100.0% | +1,366.8% | -1,466.8% | -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