+27.8%
ILMN vs JBL
+1,455.1%
-1,427.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.9% | +4.0% | -7.9% | -5.1% |
| 30D | +6.9% | -7.5% | +14.4% | +9.3% |
| 3M | +28.1% | -14.1% | +42.2% | +33.1% |
| 6M | +65.0% | +25.9% | +39.1% | +47.8% |
| YTD | +56.3% | +36.7% | +19.6% | +34.0% |
| 1Y | +108.7% | +49.0% | +59.7% | +71.6% |
| 3Y | +33.1% | +191.8% | -158.7% | -21.7% |
| 5Y | -54.1% | +409.8% | -463.9% | -79.3% |
| 10Y | +27.8% | +1,509.2% | -1,481.4% | -64.1% |
| All | +27.8% | +1,455.1% | -1,427.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling