-53.7%
FIS vs ILMN
+72.2%
-125.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +2.8% | -2.9% | +5.7% | +3.0% |
| 30D | -16.7% | -23.8% | +7.1% | -15.8% |
| 3M | -32.3% | +7.5% | -39.7% | -34.4% |
| 6M | -29.1% | +42.8% | -71.8% | -34.5% |
| YTD | -54.1% | +57.8% | -112.0% | -59.4% |
| 1Y | -53.7% | +72.6% | -126.3% | -60.3% |
| All | -53.7% | +72.2% | -125.9% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling