+325.3%
JCI vs ILMN
+28.5%
+296.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | +5.1% | +1.9% | +3.2% | +4.7% |
| 30D | -3.8% | +12.3% | -16.1% | -6.2% |
| 3M | +1.9% | +33.5% | -31.7% | -4.3% |
| 6M | +11.2% | +69.4% | -58.2% | -0.8% |
| YTD | +22.9% | +60.9% | -38.0% | +10.2% |
| 1Y | +37.4% | +115.0% | -77.6% | +14.7% |
| 3Y | +167.8% | +37.0% | +130.8% | +138.1% |
| 5Y | +115.0% | -53.1% | +168.2% | +132.8% |
| 10Y | +325.3% | +27.6% | +297.7% | +236.3% |
| All | +325.3% | +28.5% | +296.9% | +236.3% |
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