+59.0%
ILMN vs FFIV
+130.1%
-71.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.0% | -2.9% | -3.1% | -4.6% |
| 30D | -23.0% | -32.4% | +9.4% | -9.0% |
| 3M | +10.4% | -22.7% | +33.1% | +21.9% |
| 6M | +49.4% | -10.7% | +60.1% | +52.0% |
| YTD | +62.3% | +25.4% | +37.0% | +36.7% |
| 1Y | +73.7% | +34.2% | +39.5% | +41.1% |
| 3Y | +122.5% | +101.2% | +21.3% | +39.1% |
| 5Y | -43.2% | +42.0% | -85.1% | -58.0% |
| 10Y | +59.0% | +126.7% | -67.8% | -10.8% |
| All | +59.0% | +130.1% | -71.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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