+56.0%
ILMN vs FIVE
+504.2%
-448.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.6% |
| 30D | -23.8% | +12.7% | -36.5% | -26.4% |
| 3M | +7.5% | +2.1% | +5.4% | +6.3% |
| 6M | +42.8% | +17.5% | +25.3% | +34.3% |
| YTD | +57.8% | +31.0% | +26.9% | +42.8% |
| 1Y | +72.6% | +67.7% | +4.9% | +45.1% |
| 3Y | +129.3% | +43.4% | +86.0% | +88.4% |
| 5Y | -44.5% | +18.1% | -62.6% | -53.3% |
| All | +56.0% | +504.2% | -448.1% | -9.4% |
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