+56.0%
ILMN vs FFIV
+118.6%
-62.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.6% |
| 30D | -23.8% | -32.4% | +8.6% | -9.9% |
| 3M | +7.5% | -25.7% | +33.1% | +20.9% |
| 6M | +42.8% | -13.5% | +56.3% | +47.4% |
| YTD | +57.8% | +21.1% | +36.7% | +35.0% |
| 1Y | +72.6% | +29.4% | +43.2% | +42.6% |
| 3Y | +129.3% | +94.9% | +34.4% | +45.5% |
| 5Y | -44.5% | +34.7% | -79.2% | -57.9% |
| All | +56.0% | +118.6% | -62.5% | -10.5% |
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