+34.3%
FANG vs ILMN
+92.1%
-57.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -5.1% |
| 7D | -11.3% | -21.6% | +10.2% | -12.4% |
| 30D | -0.7% | -22.9% | +22.2% | -1.9% |
| 3M | -4.2% | +11.6% | -15.8% | -3.5% |
| 6M | -13.5% | +62.5% | -76.0% | -9.8% |
| YTD | +23.7% | +72.7% | -49.0% | +27.5% |
| 1Y | +34.3% | +93.9% | -59.5% | +40.0% |
| All | +34.3% | +92.1% | -57.8% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling