-43.8%
ILMN vs FIVE
+16.7%
-60.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.7% |
| 30D | -23.8% | +12.7% | -36.5% | -26.6% |
| 3M | +7.5% | +2.1% | +5.4% | +6.1% |
| 6M | +42.8% | +17.5% | +25.3% | +33.5% |
| YTD | +57.8% | +31.0% | +26.9% | +41.2% |
| 1Y | +72.6% | +67.7% | +4.9% | +42.0% |
| 3Y | +129.3% | +43.4% | +86.0% | +88.8% |
| All | -43.8% | +16.7% | -60.6% | -52.9% |
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