+86.1%
FICO vs ILMN
-49.5%
+135.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +2.6% |
| 7D | -0.3% | -28.3% | +28.0% | +6.0% |
| 30D | +1.7% | -24.0% | +25.7% | +6.5% |
| 3M | -35.2% | +4.1% | -39.3% | -37.2% |
| 6M | -33.7% | +49.6% | -83.2% | -41.5% |
| YTD | -58.2% | +58.6% | -116.7% | -63.9% |
| 1Y | -56.6% | +69.9% | -126.5% | -63.2% |
| 3Y | -24.0% | +82.9% | -106.8% | -40.4% |
| 5Y | +86.1% | -47.6% | +133.7% | +101.8% |
| All | +86.1% | -49.5% | +135.5% | +101.8% |
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