+16.4%
JCI vs ILMN
+79.5%
-63.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +4.3% |
| 7D | -3.4% | -2.6% | -0.9% | -3.0% |
| 30D | -10.1% | -20.6% | +10.5% | -7.9% |
| 3M | -6.8% | +17.5% | -24.2% | -5.0% |
| 6M | +2.0% | +55.6% | -53.6% | +4.2% |
| YTD | +19.2% | +68.3% | -49.1% | +19.1% |
| All | +16.4% | +79.5% | -63.1% | +14.3% |
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 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