-3.0%
FISV vs ILMN
+25.5%
-28.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.5% | -3.8% |
| 7D | -6.4% | -3.9% | -2.5% | -5.6% |
| 30D | -6.8% | +6.9% | -13.7% | -8.2% |
| 3M | -10.0% | +28.1% | -38.1% | -14.9% |
| 6M | -20.6% | +65.0% | -85.6% | -29.0% |
| YTD | -27.6% | +56.3% | -83.9% | -34.8% |
| 1Y | -64.3% | +108.7% | -173.1% | -70.0% |
| 3Y | -60.0% | +33.1% | -93.1% | -64.1% |
| 5Y | -57.7% | -54.1% | -3.6% | -52.3% |
| 10Y | -3.0% | +27.8% | -30.8% | -14.8% |
| All | -3.0% | +25.5% | -28.4% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling