+1,397.3%
FANG vs ILMN
+330.1%
+1,067.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +7.6% | +9.2% | -1.6% | +5.6% |
| 3M | -1.3% | +29.8% | -31.1% | -6.6% |
| 6M | +14.7% | +69.2% | -54.5% | +2.6% |
| YTD | +34.8% | +66.4% | -31.6% | +20.3% |
| 1Y | +42.9% | +123.4% | -80.5% | +18.7% |
| 3Y | +43.8% | +33.2% | +10.6% | +28.6% |
| 5Y | +225.8% | -52.0% | +277.8% | +251.4% |
| 10Y | +171.9% | +33.6% | +138.3% | +126.3% |
| All | +1,397.3% | +330.1% | +1,067.2% | +941.2% |
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