+6,875.4%
FICO vs ILMN
+1,401.8%
+5,473.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.4% |
| 7D | -19.2% | +1.2% | -20.4% | -19.3% |
| 30D | -14.6% | +9.2% | -23.8% | -15.8% |
| 3M | -20.1% | +29.8% | -49.9% | -23.6% |
| 6M | -36.3% | +69.2% | -105.5% | -41.7% |
| YTD | -44.9% | +66.4% | -111.2% | -49.6% |
| 1Y | -38.6% | +123.4% | -162.0% | -46.8% |
| 3Y | +4.0% | +33.2% | -29.2% | -4.5% |
| 5Y | +99.5% | -52.0% | +151.5% | +109.8% |
| 10Y | +604.7% | +33.6% | +571.1% | +537.6% |
| All | +6,875.4% | +1,401.8% | +5,473.6% | +4,009.3% |
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