-42.6%
ILMN vs FIVE
+19.1%
-61.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +1.8% |
| 7D | -2.6% | +6.2% | -8.7% | -4.5% |
| 30D | -20.6% | +18.2% | -38.8% | -24.7% |
| 3M | +17.5% | +3.8% | +13.6% | +15.3% |
| 6M | +55.6% | +13.7% | +41.9% | +47.0% |
| YTD | +68.3% | +34.7% | +33.6% | +49.2% |
| 1Y | +81.1% | +66.6% | +14.5% | +49.3% |
| 3Y | +112.2% | +44.3% | +67.9% | +75.0% |
| 5Y | -42.6% | +18.8% | -61.4% | -52.1% |
| All | -42.6% | +19.1% | -61.7% | -52.1% |
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