+15.9%
JD vs ILMN
+83.5%
-67.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +4.3% |
| 7D | +11.7% | -28.3% | +40.0% | +16.0% |
| 30D | +8.1% | -24.0% | +32.0% | +11.2% |
| 3M | -12.0% | +4.1% | -16.1% | -14.0% |
| 6M | -3.5% | +49.6% | -53.1% | -11.6% |
| YTD | +3.3% | +58.6% | -55.2% | -6.9% |
| 1Y | -7.4% | +69.9% | -77.3% | -17.8% |
| All | +15.9% | +83.5% | -67.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling