+94.2%
ILMN vs FIVE
+34.8%
+59.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -9.7% | -0.3% | -9.4% | -9.7% |
| 30D | -20.4% | +17.7% | -38.1% | -23.2% |
| 3M | +10.0% | +4.0% | +6.0% | +8.5% |
| 6M | +49.5% | +2.6% | +46.9% | +47.1% |
| YTD | +62.5% | +27.6% | +34.9% | +51.1% |
| 1Y | +76.0% | +59.9% | +16.0% | +54.7% |
| 3Y | +94.2% | +35.8% | +58.4% | +46.2% |
| All | +94.2% | +34.8% | +59.3% | +46.2% |
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