+547.9%
FAST vs ILMN
+61.7%
+486.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.3% |
| 7D | +3.8% | -2.6% | +6.4% | +4.2% |
| 30D | +8.1% | -20.6% | +28.7% | +12.0% |
| 3M | +5.8% | +17.5% | -11.7% | +1.3% |
| 6M | +24.9% | +55.6% | -30.8% | +12.8% |
| YTD | +38.9% | +68.3% | -29.4% | +22.6% |
| 1Y | +36.5% | +81.1% | -44.6% | +18.6% |
| 3Y | +98.1% | +112.2% | -14.0% | +59.0% |
| 5Y | +109.3% | -42.6% | +151.9% | +119.4% |
| 10Y | +547.9% | +70.5% | +477.4% | +451.7% |
| All | +547.9% | +61.7% | +486.2% | +451.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling