+4,230.5%
FAST vs ILMN
+1,401.8%
+2,828.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | -0.8% | +9.2% | -10.0% | -2.1% |
| 3M | +5.8% | +29.8% | -24.1% | +1.6% |
| 6M | +8.0% | +69.2% | -61.2% | -0.3% |
| YTD | +25.6% | +66.4% | -40.7% | +15.9% |
| 1Y | +0.8% | +123.4% | -122.6% | -11.5% |
| 3Y | +86.1% | +33.2% | +52.9% | +72.0% |
| 5Y | +100.2% | -52.0% | +152.2% | +108.5% |
| 10Y | +494.2% | +33.6% | +460.6% | +423.6% |
| All | +4,230.5% | +1,401.8% | +2,828.8% | +2,108.5% |
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