-37.5%
FIS vs ILMN
+124.5%
-161.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.8% |
| 7D | +1.5% | -6.0% | +7.5% | +2.2% |
| 30D | -11.8% | -23.0% | +11.2% | -9.5% |
| 3M | -28.5% | +10.4% | -39.0% | -30.6% |
| 6M | -27.0% | +49.4% | -76.4% | -32.5% |
| YTD | -53.1% | +62.3% | -115.4% | -57.4% |
| 1Y | -52.8% | +73.7% | -126.4% | -57.6% |
| All | -37.5% | +124.5% | -161.9% | -49.5% |
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