+307.6%
JCI vs ILMN
+59.3%
+248.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +2.9% | -6.0% | +8.9% | +4.3% |
| 30D | -6.9% | -23.0% | +16.1% | -2.1% |
| 3M | -6.3% | +10.4% | -16.7% | -8.7% |
| 6M | +2.6% | +49.4% | -46.8% | -6.4% |
| YTD | +21.8% | +62.3% | -40.5% | +8.2% |
| 1Y | +19.6% | +73.7% | -54.1% | +4.7% |
| 3Y | +194.9% | +122.5% | +72.4% | +134.1% |
| 5Y | +108.1% | -43.2% | +151.3% | +116.2% |
| 10Y | +307.6% | +59.0% | +248.7% | +219.7% |
| All | +307.6% | +59.3% | +248.4% | +219.7% |
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