-58.2%
FISV vs ILMN
+37.1%
-95.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.8% | -3.7% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | -3.0% | +12.3% | -15.2% | -4.3% |
| 3M | -3.5% | +33.5% | -37.1% | -7.0% |
| 6M | -19.4% | +69.4% | -88.8% | -24.7% |
| YTD | -24.3% | +60.9% | -85.2% | -29.0% |
| 1Y | -62.4% | +115.0% | -177.4% | -66.0% |
| 3Y | -58.2% | +37.0% | -95.2% | -60.3% |
| All | -58.2% | +37.1% | -95.2% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling