+376.5%
FIS vs ILMN
+3,978.7%
-3,602.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| YTD | -35.7% | +66.4% | -102.1% | -40.9% |
| 1Y | -37.1% | +123.4% | -160.5% | -45.0% |
| 3Y | -20.0% | +33.2% | -53.2% | -26.1% |
| 5Y | -62.1% | -52.0% | -10.2% | -60.5% |
| 10Y | -37.4% | +33.6% | -71.0% | -44.9% |
| All | +376.5% | +3,978.7% | -3,602.2% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling