-55.5%
FIS vs ILMN
+64.4%
-119.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | -27.4% | -9.8% | -17.6% | -25.8% |
| 30D | -16.8% | -22.7% | +5.9% | -13.1% |
| 3M | -32.6% | +12.1% | -44.7% | -35.3% |
| 6M | -33.4% | +51.5% | -84.9% | -40.3% |
| YTD | -56.0% | +63.9% | -119.9% | -61.5% |
| 1Y | -55.1% | +76.6% | -131.6% | -61.4% |
| 3Y | -41.4% | +124.6% | -166.0% | -54.4% |
| 5Y | -72.7% | -42.7% | -29.9% | -71.4% |
| 10Y | -55.5% | +59.7% | -115.1% | -62.7% |
| All | -55.5% | +64.4% | -119.9% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling