+660.3%
FISV vs ILMN
+1,419.4%
-759.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | +22.3% | -2.6% | +24.9% | +22.7% |
| 30D | +39.2% | -20.6% | +59.8% | +42.9% |
| 3M | +21.2% | +17.5% | +3.7% | +17.3% |
| 6M | +14.5% | +55.6% | -41.1% | +6.1% |
| YTD | -5.4% | +68.3% | -73.8% | -13.7% |
| 1Y | -0.3% | +81.1% | -81.4% | -10.0% |
| 3Y | -46.8% | +112.2% | -158.9% | -54.3% |
| 5Y | -36.2% | -42.6% | +6.4% | -35.7% |
| 10Y | +26.4% | +70.5% | -44.1% | +8.3% |
| All | +660.3% | +1,419.4% | -759.1% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling