+112.2%
ILMN vs JBL
+100.3%
+11.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.4% |
| 7D | -2.6% | -5.2% | +2.6% | -1.4% |
| 30D | -20.6% | -17.5% | -3.1% | -17.5% |
| 3M | +17.5% | -26.0% | +43.4% | +23.9% |
| 6M | +55.6% | -28.9% | +84.5% | +64.0% |
| YTD | +68.3% | +10.8% | +57.5% | +59.8% |
| 1Y | +81.1% | +18.3% | +62.8% | +68.9% |
| 3Y | +112.2% | +102.2% | +10.0% | +66.7% |
| All | +112.2% | +100.3% | +11.8% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling