-5.4%
JD vs ILMN
+127.6%
-133.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.9% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | -13.2% | +9.2% | -22.3% | -13.5% |
| 3M | -3.2% | +29.8% | -33.0% | -4.4% |
| 6M | +15.2% | +69.2% | -54.0% | +11.7% |
| YTD | +2.0% | +66.4% | -64.4% | -1.0% |
| 1Y | -5.4% | +123.4% | -128.8% | -10.0% |
| All | -5.4% | +127.6% | -133.0% | -10.0% |
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