-1.2%
FISV vs ILMN
+72.2%
-73.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +38.4% | -23.8% | +62.3% | +39.1% |
| 3M | +14.9% | +7.5% | +7.5% | +11.1% |
| 6M | +21.8% | +42.8% | -21.0% | +13.8% |
| YTD | -5.0% | +57.8% | -62.9% | -13.7% |
| 1Y | -1.2% | +72.6% | -73.8% | -10.8% |
| All | -1.2% | +72.2% | -73.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling