+34.1%
FITB vs ILMN
+92.1%
-58.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.6% |
| 7D | +2.3% | -21.6% | +23.9% | +3.2% |
| 30D | +7.7% | -22.9% | +30.6% | +8.6% |
| 3M | -4.5% | +11.6% | -16.1% | -4.9% |
| 6M | +12.5% | +62.5% | -50.1% | +9.3% |
| YTD | +19.8% | +72.7% | -52.9% | +13.1% |
| 1Y | +34.1% | +93.9% | -59.7% | +21.7% |
| All | +34.1% | +92.1% | -58.0% | +21.7% |
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