+16.1%
JCI vs ILMN
+74.7%
-58.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -5.9% | -9.8% | +3.9% | -4.6% |
| 30D | -10.4% | -22.7% | +12.4% | -7.8% |
| 3M | -6.1% | +12.1% | -18.1% | -3.9% |
| 6M | +1.7% | +51.5% | -49.8% | +4.3% |
| YTD | +18.9% | +63.9% | -45.0% | +19.2% |
| 1Y | +16.1% | +76.6% | -60.4% | +14.4% |
| All | +16.1% | +74.7% | -58.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling