+418.1%
FSLR vs ILMN
+54.3%
+363.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -14.8% | -2.9% | -11.9% | -14.1% |
| 30D | -4.3% | -23.8% | +19.5% | +2.6% |
| 3M | -23.4% | +7.5% | -30.8% | -27.3% |
| 6M | -26.9% | +42.8% | -69.7% | -37.0% |
| YTD | -34.4% | +57.8% | -92.2% | -45.9% |
| 1Y | -33.2% | +72.6% | -105.8% | -46.5% |
| 3Y | +28.1% | +129.3% | -101.3% | -11.1% |
| 5Y | +54.5% | -44.5% | +99.0% | +63.1% |
| All | +418.1% | +54.3% | +363.8% | +349.1% |
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