-26.0%
FSLR vs ILMN
+92.1%
-118.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +5.3% |
| 7D | +10.3% | -21.6% | +31.9% | +13.8% |
| 30D | +10.4% | -22.9% | +33.3% | +14.0% |
| 3M | -20.2% | +11.6% | -31.8% | -24.2% |
| 6M | -8.0% | +62.5% | -70.5% | -22.9% |
| YTD | -25.5% | +72.7% | -98.3% | -42.6% |
| 1Y | -26.0% | +93.9% | -119.8% | -47.8% |
| All | -26.0% | +92.1% | -118.1% | -47.8% |
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