+61.9%
ILMN vs FIVN
+318.5%
-256.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.9% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | +9.2% | +12.4% | -3.2% | +4.9% |
| 3M | +29.8% | +36.0% | -6.2% | +17.6% |
| 6M | +69.2% | +86.0% | -16.8% | +38.4% |
| YTD | +66.4% | +65.9% | +0.4% | +38.4% |
| 1Y | +123.4% | +26.5% | +96.9% | +99.0% |
| 3Y | +33.2% | -54.2% | +87.4% | +48.9% |
| 5Y | -52.0% | -80.5% | +28.5% | -37.3% |
| 10Y | +33.6% | +109.6% | -76.0% | +6.0% |
| All | +61.9% | +318.5% | -256.6% | +12.0% |
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