+52.6%
FSLR vs ILMN
-44.7%
+97.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -14.8% | -2.9% | -11.9% | -14.2% |
| 30D | -4.3% | -23.8% | +19.5% | +1.9% |
| 3M | -23.4% | +7.5% | -30.8% | -27.1% |
| 6M | -26.9% | +42.8% | -69.7% | -36.5% |
| YTD | -34.4% | +57.8% | -92.2% | -45.3% |
| 1Y | -33.2% | +72.6% | -105.8% | -45.7% |
| 3Y | +28.1% | +129.3% | -101.3% | -9.1% |
| All | +52.6% | -44.7% | +97.3% | +64.9% |
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