-56.4%
FICO vs ILMN
+92.1%
-148.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -3.0% |
| 7D | +0.4% | -21.6% | +22.0% | +1.5% |
| 30D | +1.7% | -22.9% | +24.5% | +3.1% |
| 3M | -33.0% | +11.6% | -44.6% | -35.8% |
| 6M | -33.9% | +62.5% | -96.4% | -41.0% |
| YTD | -58.5% | +72.7% | -131.3% | -64.6% |
| 1Y | -56.4% | +93.9% | -150.2% | -64.7% |
| All | -56.4% | +92.1% | -148.5% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling