+26.9%
FISV vs ILMN
+64.4%
-37.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.2% |
| 7D | +8.4% | -9.8% | +18.2% | +10.4% |
| 30D | +38.8% | -22.7% | +61.5% | +44.6% |
| 3M | +21.3% | +12.1% | +9.2% | +16.3% |
| 6M | +14.1% | +51.5% | -37.3% | +2.2% |
| YTD | -5.7% | +63.9% | -69.6% | -17.6% |
| 1Y | -0.8% | +76.6% | -77.3% | -14.8% |
| 3Y | -47.9% | +124.6% | -172.5% | -59.6% |
| 5Y | -36.8% | -42.7% | +5.9% | -33.2% |
| 10Y | +26.9% | +59.7% | -32.8% | +10.8% |
| All | +26.9% | +64.4% | -37.5% | +10.8% |
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