-53.1%
ILMN vs FIVN
-81.8%
+28.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.9% | -1.6% |
| 7D | +1.9% | -8.2% | +10.1% | +4.4% |
| 30D | +12.3% | -8.1% | +20.4% | +14.6% |
| 3M | +33.5% | +34.9% | -1.4% | +19.5% |
| 6M | +69.4% | +72.6% | -3.3% | +37.1% |
| YTD | +60.9% | +55.8% | +5.2% | +32.5% |
| 1Y | +115.0% | +17.1% | +97.8% | +93.6% |
| 3Y | +37.0% | -54.3% | +91.3% | +59.2% |
| 5Y | -53.1% | -81.6% | +28.4% | -34.6% |
| All | -53.1% | -81.8% | +28.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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