-39.8%
FIS vs ILMN
+88.1%
-127.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | -25.5% | -9.7% | -15.8% | -24.5% |
| 30D | -15.1% | -20.4% | +5.4% | -13.3% |
| 3M | -32.1% | +10.0% | -42.1% | -33.9% |
| 6M | -36.1% | +49.5% | -85.5% | -40.7% |
| YTD | -55.4% | +62.5% | -117.9% | -59.3% |
| 1Y | -53.9% | +76.0% | -129.9% | -58.5% |
| 3Y | -39.8% | +94.2% | -133.9% | -48.3% |
| All | -39.8% | +88.1% | -127.8% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling