-9.7%
JD vs ILMN
+92.1%
-101.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +3.0% |
| 7D | +9.0% | -21.6% | +30.5% | +9.0% |
| 30D | +5.2% | -22.9% | +28.1% | +5.3% |
| 3M | -15.9% | +11.6% | -27.5% | -16.5% |
| 6M | -7.7% | +62.5% | -70.2% | -10.1% |
| YTD | +0.1% | +72.7% | -72.7% | -3.9% |
| 1Y | -9.7% | +93.9% | -103.6% | -16.5% |
| All | -9.7% | +92.1% | -101.9% | -16.5% |
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