+168.3%
FITB vs ILMN
+1,366.8%
-1,198.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -1.1% |
| 7D | -1.5% | -9.7% | +8.1% | -0.1% |
| 30D | +5.8% | -20.4% | +26.2% | +9.0% |
| 3M | -6.1% | +10.0% | -16.1% | -8.5% |
| 6M | +5.9% | +49.5% | -43.5% | -1.9% |
| YTD | +16.1% | +62.5% | -46.4% | +5.4% |
| 1Y | +28.8% | +76.0% | -47.1% | +15.5% |
| 3Y | +126.0% | +94.2% | +31.9% | +94.6% |
| 5Y | +45.3% | -46.3% | +91.6% | +48.0% |
| 10Y | +255.4% | +62.7% | +192.6% | +201.1% |
| All | +168.3% | +1,366.8% | -1,198.4% | +48.4% |
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