+48.2%
FANG vs ILMN
+32.3%
+15.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | -0.4% | -3.9% | +3.5% | 0.0% |
| 30D | +2.4% | +6.9% | -4.5% | +1.6% |
| 3M | +4.9% | +28.1% | -23.2% | +1.9% |
| 6M | +12.0% | +65.0% | -52.9% | +5.5% |
| YTD | +37.1% | +56.3% | -19.2% | +29.3% |
| 1Y | +52.3% | +108.7% | -56.5% | +36.5% |
| All | +48.2% | +32.3% | +15.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling