+138.9%
FITB vs ILMN
+120.9%
+18.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +7.3% | -22.7% | +30.1% | +10.9% |
| 3M | -6.3% | +8.6% | -14.9% | -9.0% |
| 6M | +12.6% | +43.8% | -31.3% | +3.5% |
| YTD | +18.0% | +59.8% | -41.8% | +5.5% |
| 1Y | +28.9% | +71.8% | -42.9% | +13.4% |
| All | +138.9% | +120.9% | +18.0% | +75.3% |
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