+495.8%
FSLR vs ILMN
+60.6%
+435.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.0% |
| 7D | +15.3% | -9.7% | +25.0% | +18.4% |
| 30D | +11.7% | -20.4% | +32.1% | +18.1% |
| 3M | -17.6% | +10.0% | -27.6% | -22.4% |
| 6M | -7.7% | +49.5% | -57.2% | -21.6% |
| YTD | -23.0% | +62.5% | -85.5% | -37.0% |
| 1Y | -26.0% | +76.0% | -102.0% | -41.0% |
| 3Y | +36.9% | +94.2% | -57.3% | +0.3% |
| 5Y | +72.9% | -46.3% | +119.3% | +85.1% |
| All | +495.8% | +60.6% | +435.2% | +418.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling