+304.3%
JCI vs ILMN
+60.6%
+243.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.2% |
| 7D | -9.4% | -9.7% | +0.3% | -7.4% |
| 30D | -13.4% | -20.4% | +7.0% | -9.5% |
| 3M | -12.4% | +10.0% | -22.4% | -14.6% |
| 6M | -5.1% | +49.5% | -54.6% | -13.5% |
| YTD | +13.7% | +62.5% | -48.8% | +1.0% |
| 1Y | +11.4% | +76.0% | -64.6% | -2.8% |
| 3Y | +175.9% | +94.2% | +81.7% | +125.4% |
| 5Y | +98.4% | -46.3% | +144.7% | +108.9% |
| All | +304.3% | +60.6% | +243.8% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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