+1,045.4%
ILMN vs JBL
+724.0%
+321.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | +9.2% | -8.3% | +17.4% | +11.6% |
| 3M | +29.8% | -16.9% | +46.7% | +35.7% |
| 6M | +69.2% | +21.8% | +47.4% | +56.3% |
| YTD | +66.4% | +36.3% | +30.1% | +47.0% |
| 1Y | +123.4% | +49.5% | +73.9% | +90.7% |
| 3Y | +33.2% | +170.6% | -137.5% | -9.2% |
| 5Y | -52.0% | +408.4% | -460.3% | -73.2% |
| 10Y | +33.6% | +1,450.4% | -1,416.8% | -48.9% |
| All | +1,045.4% | +724.0% | +321.4% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling