+397.0%
ILMN vs FIVE
+826.1%
-429.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -7.1% |
| 7D | -28.3% | -1.7% | -26.6% | -28.0% |
| 30D | -24.0% | +14.9% | -38.9% | -26.6% |
| 3M | +4.1% | +7.6% | -3.6% | +1.5% |
| 6M | +49.6% | +6.4% | +43.2% | +45.4% |
| YTD | +58.6% | +28.1% | +30.5% | +46.3% |
| 1Y | +69.9% | +54.7% | +15.2% | +49.3% |
| 3Y | +82.9% | +36.1% | +46.8% | +56.2% |
| 5Y | -47.6% | +14.9% | -62.5% | -54.6% |
| 10Y | +58.8% | +578.8% | -520.0% | -2.4% |
| All | +397.0% | +826.1% | -429.1% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling