-42.6%
ILMN vs JBL
+299.1%
-341.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +1.8% |
| 7D | -2.6% | -5.2% | +2.6% | -0.8% |
| 30D | -20.6% | -17.5% | -3.1% | -15.7% |
| 3M | +17.5% | -26.0% | +43.4% | +27.8% |
| 6M | +55.6% | -28.9% | +84.5% | +69.3% |
| YTD | +68.3% | +10.8% | +57.5% | +54.6% |
| 1Y | +81.1% | +18.3% | +62.8% | +62.0% |
| 3Y | +112.2% | +102.2% | +10.0% | +42.7% |
| 5Y | -42.6% | +303.2% | -345.8% | -76.2% |
| All | -42.6% | +299.1% | -341.7% | -76.2% |
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