+3.6%
FSLR vs ILMN
+66.7%
-63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -13.7% | +9.2% | -22.8% | -15.4% |
| 3M | -35.1% | +29.8% | -64.9% | -40.8% |
| 6M | +3.6% | +69.2% | -65.6% | -13.2% |
| All | +3.6% | +66.7% | -63.1% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling