+116.9%
JCI vs ILMN
-51.8%
+168.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +3.8% | +1.2% | +2.6% | +3.6% |
| 30D | -5.7% | +9.2% | -14.8% | -7.3% |
| 3M | -1.4% | +29.8% | -31.2% | -6.4% |
| 6M | +4.1% | +69.2% | -65.1% | -6.2% |
| YTD | +21.7% | +66.4% | -44.6% | +9.3% |
| 1Y | +36.1% | +123.4% | -87.3% | +14.1% |
| 3Y | +154.4% | +33.2% | +121.3% | +129.7% |
| All | +116.9% | -51.8% | +168.7% | +148.2% |
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