-51.4%
ILMN vs FFIV
+91.3%
-142.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | +9.2% | -5.1% | +14.3% | +11.6% |
| 3M | +29.8% | -4.5% | +34.3% | +31.5% |
| 6M | +69.2% | +36.5% | +32.7% | +41.3% |
| YTD | +66.4% | +53.0% | +13.4% | +29.0% |
| 1Y | +123.4% | +24.2% | +99.2% | +92.1% |
| 3Y | +33.2% | +137.2% | -104.0% | -26.3% |
| All | -51.4% | +91.3% | -142.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling