-54.5%
FIS vs ILMN
+60.6%
-115.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | -25.5% | -9.7% | -15.8% | -23.9% |
| 30D | -15.1% | -20.4% | +5.4% | -11.8% |
| 3M | -32.1% | +10.0% | -42.1% | -34.5% |
| 6M | -36.1% | +49.5% | -85.5% | -42.5% |
| YTD | -55.4% | +62.5% | -117.9% | -60.9% |
| 1Y | -53.9% | +76.0% | -129.9% | -60.3% |
| 3Y | -39.8% | +94.2% | -133.9% | -51.6% |
| 5Y | -71.1% | -46.3% | -24.8% | -69.3% |
| All | -54.5% | +60.6% | -115.0% | -61.6% |
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