+63.8%
ILMN vs FIVN
+263.1%
-199.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.9% |
| 7D | -2.6% | -19.3% | +16.7% | +2.3% |
| 30D | -20.6% | -20.7% | +0.1% | -16.4% |
| 3M | +17.5% | -15.1% | +32.5% | +20.6% |
| 6M | +55.6% | +30.6% | +25.0% | +39.8% |
| YTD | +68.3% | +44.0% | +24.3% | +43.4% |
| 1Y | +81.1% | +45.5% | +35.6% | +53.3% |
| 3Y | +112.2% | -52.8% | +164.9% | +132.6% |
| 5Y | -42.6% | -82.6% | +40.0% | -23.3% |
| 10Y | +70.5% | +109.4% | -38.9% | +36.0% |
| All | +63.8% | +263.1% | -199.4% | +16.0% |
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