+58.0%
ILMN vs FIVE
+505.3%
-447.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +0.7% | +2.4% | -1.7% | +0.1% |
| 30D | -22.7% | +15.8% | -38.6% | -25.9% |
| 3M | +8.6% | +3.8% | +4.8% | +6.9% |
| 6M | +43.8% | +18.5% | +25.3% | +35.0% |
| YTD | +59.8% | +31.2% | +28.5% | +44.5% |
| 1Y | +71.8% | +61.8% | +10.0% | +45.9% |
| 3Y | +119.0% | +39.9% | +79.1% | +81.4% |
| 5Y | -43.8% | +18.3% | -62.1% | -52.8% |
| All | +58.0% | +505.3% | -447.4% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling