+58.0%
ILMN vs FIVN
+253.1%
-195.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -6.0% | -22.8% | +16.8% | -0.2% |
| 30D | -23.0% | -21.3% | -1.7% | -18.8% |
| 3M | +10.4% | -14.0% | +24.4% | +13.0% |
| 6M | +49.4% | +31.1% | +18.3% | +34.1% |
| YTD | +62.3% | +40.0% | +22.3% | +39.2% |
| 1Y | +73.7% | +38.1% | +35.6% | +49.1% |
| 3Y | +122.5% | -55.7% | +178.2% | +148.2% |
| 5Y | -43.2% | -82.5% | +39.3% | -24.1% |
| 10Y | +59.0% | +92.4% | -33.4% | +28.7% |
| All | +58.0% | +253.1% | -195.1% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling