-24.1%
FICO vs ILMN
+88.1%
-112.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -0.9% | -9.7% | +8.7% | +0.1% |
| 30D | +3.3% | -20.4% | +23.7% | +5.4% |
| 3M | -31.7% | +10.0% | -41.7% | -33.9% |
| 6M | -34.0% | +49.5% | -83.5% | -39.3% |
| YTD | -58.3% | +62.5% | -120.8% | -62.4% |
| 1Y | -57.9% | +76.0% | -133.9% | -62.6% |
| 3Y | -24.1% | +94.2% | -118.2% | -34.2% |
| All | -24.1% | +88.1% | -112.1% | -34.2% |
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