-51.4%
ILMN vs FIVE
+31.2%
-82.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.2% |
| 7D | +1.2% | +4.3% | -3.0% | -0.2% |
| 30D | +9.2% | +12.5% | -3.3% | +4.7% |
| 3M | +29.8% | +31.2% | -1.4% | +18.0% |
| 6M | +69.2% | +14.4% | +54.8% | +59.5% |
| YTD | +66.4% | +33.9% | +32.5% | +48.3% |
| 1Y | +123.4% | +65.1% | +58.4% | +84.8% |
| 3Y | +33.2% | +49.0% | -15.8% | +8.3% |
| All | -51.4% | +31.2% | -82.6% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling