+34.4%
JD vs ILMN
+54.3%
-19.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -4.1% | -2.9% | -1.3% | -3.3% |
| 30D | +4.6% | -23.8% | +28.4% | +12.0% |
| 3M | -4.7% | +7.5% | -12.2% | -9.8% |
| 6M | -17.4% | +42.8% | -60.1% | -29.6% |
| YTD | +0.7% | +57.8% | -57.1% | -18.2% |
| 1Y | -5.9% | +72.6% | -78.5% | -26.1% |
| 3Y | +18.9% | +129.3% | -110.5% | -22.3% |
| 5Y | -62.9% | -44.5% | -18.4% | -58.6% |
| All | +34.4% | +54.3% | -19.9% | +19.9% |
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