-52.0%
FIS vs ILMN
+59.3%
-111.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.9% |
| 7D | +1.5% | -6.0% | +7.5% | +2.6% |
| 30D | -11.8% | -23.0% | +11.2% | -7.9% |
| 3M | -28.5% | +10.4% | -39.0% | -31.1% |
| 6M | -27.0% | +49.4% | -76.4% | -34.4% |
| YTD | -53.1% | +62.3% | -115.4% | -58.9% |
| 1Y | -52.8% | +73.7% | -126.4% | -59.2% |
| 3Y | -37.5% | +122.5% | -160.0% | -51.3% |
| 5Y | -71.1% | -43.2% | -27.9% | -69.7% |
| 10Y | -52.0% | +59.0% | -111.0% | -59.7% |
| All | -52.0% | +59.3% | -111.3% | -59.7% |
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