+95.0%
JCI vs ILMN
-44.7%
+139.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.0% |
| 7D | +3.2% | -2.9% | +6.1% | +3.8% |
| 30D | -8.6% | -23.8% | +15.2% | -4.0% |
| 3M | -7.7% | +7.5% | -15.2% | -9.3% |
| 6M | -2.6% | +42.8% | -45.3% | -9.4% |
| YTD | +17.4% | +57.8% | -40.5% | +6.2% |
| 1Y | +16.9% | +72.6% | -55.7% | +3.8% |
| 3Y | +186.7% | +129.3% | +57.4% | +129.2% |
| All | +95.0% | -44.7% | +139.7% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling