+47.5%
FITB vs ILMN
-44.7%
+92.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +2.8% | -2.9% | +5.6% | +3.2% |
| 30D | +9.8% | -23.8% | +33.6% | +14.1% |
| 3M | -5.2% | +7.5% | -12.6% | -7.7% |
| 6M | +17.3% | +42.8% | -25.4% | +8.0% |
| YTD | +19.3% | +57.8% | -38.5% | +7.0% |
| 1Y | +32.7% | +72.6% | -39.9% | +16.9% |
| 3Y | +141.6% | +129.3% | +12.2% | +93.8% |
| All | +47.5% | -44.7% | +92.1% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling