-52.4%
FIS vs ILMN
+54.3%
-106.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +2.8% | -2.9% | +5.7% | +3.4% |
| 30D | -16.7% | -23.8% | +7.1% | -12.8% |
| 3M | -32.3% | +7.5% | -39.7% | -34.4% |
| 6M | -29.1% | +42.8% | -71.8% | -35.6% |
| YTD | -54.1% | +57.8% | -112.0% | -59.6% |
| 1Y | -53.7% | +72.6% | -126.3% | -60.0% |
| 3Y | -38.8% | +129.3% | -168.2% | -52.7% |
| 5Y | -71.1% | -44.5% | -26.6% | -69.6% |
| All | -52.4% | +54.3% | -106.7% | -59.9% |
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