+51.6%
FANG vs ILMN
+115.7%
-64.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +2.9% | -5.4% | +8.3% | +2.8% |
| 30D | +2.6% | +7.0% | -4.4% | +2.8% |
| 3M | +7.6% | +24.2% | -16.6% | +8.2% |
| 6M | +17.3% | +69.9% | -52.6% | +18.9% |
| YTD | +38.7% | +57.4% | -18.7% | +39.7% |
| 1Y | +51.6% | +107.9% | -56.2% | +51.4% |
| All | +51.6% | +115.7% | -64.1% | +51.4% |
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