+4,569.3%
FAST vs ILMN
+1,459.1%
+3,110.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.4% |
| 7D | +3.4% | -21.6% | +25.0% | +6.6% |
| 30D | +5.5% | -22.9% | +28.4% | +8.9% |
| 3M | +7.6% | +11.6% | -4.0% | +5.1% |
| 6M | +19.8% | +62.5% | -42.7% | +10.7% |
| YTD | +35.5% | +72.7% | -37.3% | +23.5% |
| 1Y | +31.6% | +93.9% | -62.2% | +18.0% |
| 3Y | +91.0% | +99.2% | -8.1% | +65.9% |
| 5Y | +105.1% | -44.8% | +149.9% | +108.1% |
| 10Y | +598.2% | +73.0% | +525.3% | +493.3% |
| All | +4,569.3% | +1,459.1% | +3,110.2% | +2,252.3% |
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