+9.6%
FSLR vs ILMN
+33.7%
-24.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -13.7% | +9.2% | -22.8% | -16.2% |
| 3M | -35.1% | +29.8% | -64.9% | -40.6% |
| 6M | +3.6% | +69.2% | -65.6% | -12.9% |
| YTD | -21.7% | +66.4% | -88.1% | -34.4% |
| 1Y | +1.3% | +123.4% | -122.1% | -23.0% |
| All | +9.6% | +33.7% | -24.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling