-54.8%
ILMN vs JBL
+390.6%
-445.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.0% |
| 7D | -9.2% | -1.0% | -8.2% | -8.9% |
| 30D | +4.4% | -15.1% | +19.4% | +9.3% |
| 3M | +23.9% | -14.0% | +37.9% | +28.1% |
| 6M | +64.5% | +20.6% | +43.9% | +50.7% |
| YTD | +53.5% | +32.9% | +20.6% | +34.0% |
| 1Y | +110.8% | +40.5% | +70.2% | +78.9% |
| 3Y | +30.7% | +183.7% | -153.1% | -23.5% |
| 5Y | -54.8% | +388.3% | -443.2% | -82.1% |
| All | -54.8% | +390.6% | -445.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling