+27.6%
ILMN vs FFIV
+224.0%
-196.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | -1.5% | +3.4% | +2.6% |
| 30D | +12.3% | -2.7% | +14.9% | +13.4% |
| 3M | +33.5% | -1.7% | +35.2% | +33.3% |
| 6M | +69.4% | +36.1% | +33.2% | +42.4% |
| YTD | +60.9% | +52.6% | +8.3% | +26.2% |
| 1Y | +115.0% | +21.5% | +93.5% | +87.7% |
| 3Y | +37.0% | +142.7% | -105.7% | -19.6% |
| 5Y | -53.1% | +92.6% | -145.7% | -69.4% |
| 10Y | +27.6% | +225.5% | -197.9% | -35.2% |
| All | +27.6% | +224.0% | -196.4% | -35.2% |
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