+27.4%
FISV vs ILMN
+54.3%
-26.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +38.4% | -23.8% | +62.3% | +44.6% |
| 3M | +14.9% | +7.5% | +7.5% | +11.1% |
| 6M | +21.8% | +42.8% | -21.0% | +10.3% |
| YTD | -5.0% | +57.8% | -62.9% | -16.4% |
| 1Y | -1.2% | +72.6% | -73.8% | -14.8% |
| 3Y | -47.5% | +129.3% | -176.9% | -59.6% |
| 5Y | -36.7% | -44.5% | +7.8% | -32.8% |
| All | +27.4% | +54.3% | -26.9% | +12.0% |
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 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