+30.5%
JD vs ILMN
+60.6%
-30.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +0.9% |
| 7D | +13.4% | -9.7% | +23.0% | +16.5% |
| 30D | +7.7% | -20.4% | +28.1% | +13.8% |
| 3M | -11.3% | +10.0% | -21.3% | -16.5% |
| 6M | -5.1% | +49.5% | -54.6% | -20.3% |
| YTD | +5.0% | +62.5% | -57.5% | -15.4% |
| 1Y | -5.6% | +76.0% | -81.6% | -26.2% |
| 3Y | +17.8% | +94.2% | -76.4% | -17.5% |
| 5Y | -57.2% | -46.3% | -10.9% | -51.4% |
| All | +30.5% | +60.6% | -30.1% | +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 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