+93.9%
ILMN vs FIVE
+63.3%
+30.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.7% | -11.6% | -5.7% |
| 7D | -21.6% | +7.5% | -29.0% | -22.2% |
| 30D | -22.9% | +16.7% | -39.6% | -24.2% |
| 3M | +11.6% | +13.4% | -1.8% | +8.9% |
| 6M | +62.5% | +9.0% | +53.5% | +60.5% |
| YTD | +72.7% | +33.8% | +38.9% | +61.8% |
| 1Y | +93.9% | +61.2% | +32.7% | +68.8% |
| All | +93.9% | +63.3% | +30.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling