+175.3%
FITB vs ILMN
+1,401.8%
-1,226.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.4% |
| 30D | -4.7% | +9.2% | -13.9% | -6.2% |
| 3M | +6.7% | +29.8% | -23.2% | +2.0% |
| 6M | +12.6% | +69.2% | -56.6% | +2.9% |
| YTD | +19.1% | +66.4% | -47.3% | +8.8% |
| 1Y | +22.6% | +123.4% | -100.8% | +5.9% |
| 3Y | +127.1% | +33.2% | +94.0% | +108.9% |
| 5Y | +71.8% | -52.0% | +123.8% | +79.4% |
| 10Y | +287.2% | +33.6% | +253.6% | +237.9% |
| All | +175.3% | +1,401.8% | -1,226.5% | +53.0% |
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