-18.5%
FIS vs ILMN
+33.7%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -2.2% | +9.2% | -11.4% | -3.6% |
| 3M | +2.1% | +29.8% | -27.7% | -2.1% |
| 6M | -14.7% | +69.2% | -83.9% | -21.8% |
| YTD | -35.7% | +66.4% | -102.1% | -41.1% |
| 1Y | -37.1% | +123.4% | -160.5% | -45.4% |
| All | -18.5% | +33.7% | -52.3% | -29.0% |
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