+89.5%
ILMN vs FIVE
+35.4%
+54.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -7.2% |
| 7D | -28.3% | -1.7% | -26.6% | -28.0% |
| 30D | -24.0% | +14.9% | -38.9% | -26.2% |
| 3M | +4.1% | +7.6% | -3.6% | +1.7% |
| 6M | +49.6% | +6.4% | +43.2% | +45.9% |
| YTD | +58.6% | +28.1% | +30.5% | +47.3% |
| 1Y | +69.9% | +54.7% | +15.2% | +50.6% |
| All | +89.5% | +35.4% | +54.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling