+28.9%
JD vs ILMN
+61.7%
-32.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.6% |
| 7D | +7.9% | -2.6% | +10.5% | +8.3% |
| 30D | +4.8% | -20.6% | +25.4% | +10.8% |
| 3M | -13.9% | +17.5% | -31.4% | -20.7% |
| 6M | -5.8% | +55.6% | -61.4% | -21.8% |
| YTD | +2.4% | +68.3% | -65.9% | -18.4% |
| 1Y | -7.5% | +81.1% | -88.7% | -28.3% |
| 3Y | +20.9% | +112.2% | -91.3% | -18.0% |
| 5Y | -58.0% | -42.6% | -15.4% | -53.5% |
| 10Y | +28.9% | +70.5% | -41.6% | +13.5% |
| All | +28.9% | +61.7% | -32.8% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling