+726.4%
FSLR vs ILMN
+1,012.2%
-285.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -13.7% | +9.2% | -22.8% | -16.6% |
| 3M | -35.1% | +29.8% | -64.9% | -41.2% |
| 6M | +3.6% | +69.2% | -65.6% | -14.5% |
| YTD | -21.7% | +66.4% | -88.1% | -35.6% |
| 1Y | +1.3% | +123.4% | -122.1% | -25.2% |
| 3Y | +9.7% | +33.2% | -23.5% | -7.7% |
| 5Y | +117.4% | -52.0% | +169.3% | +146.1% |
| 10Y | +435.5% | +33.6% | +401.9% | +287.4% |
| All | +726.4% | +1,012.2% | -285.8% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling