+106.0%
FANG vs ILMN
-44.7%
+150.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +4.0% | -2.9% | +6.9% | +4.3% |
| 30D | -5.8% | -23.8% | +18.1% | -3.5% |
| 3M | -6.7% | +7.5% | -14.2% | -8.5% |
| 6M | -6.4% | +42.8% | -49.2% | -11.5% |
| YTD | +25.9% | +57.8% | -31.9% | +16.8% |
| 1Y | +31.1% | +72.6% | -41.5% | +20.1% |
| 3Y | +31.3% | +129.3% | -98.0% | +11.8% |
| All | +106.0% | -44.7% | +150.7% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling