+74.9%
FSLR vs ILMN
-46.1%
+121.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.1% |
| 7D | +15.3% | -9.7% | +25.0% | +18.1% |
| 30D | +11.7% | -20.4% | +32.1% | +17.4% |
| 3M | -17.6% | +10.0% | -27.6% | -22.1% |
| 6M | -7.7% | +49.5% | -57.2% | -20.8% |
| YTD | -23.0% | +62.5% | -85.5% | -36.3% |
| 1Y | -26.0% | +76.0% | -102.0% | -40.2% |
| 3Y | +36.9% | +94.2% | -57.3% | +2.0% |
| All | +74.9% | -46.1% | +121.0% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling