-61.3%
JD vs ILMN
-51.8%
-9.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.3% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -13.2% | +9.2% | -22.3% | -15.6% |
| 3M | -3.2% | +29.8% | -33.0% | -11.1% |
| 6M | +15.2% | +69.2% | -54.0% | -3.0% |
| YTD | +2.0% | +66.4% | -64.4% | -14.4% |
| 1Y | -5.4% | +123.4% | -128.8% | -29.2% |
| 3Y | -9.1% | +33.2% | -42.3% | -20.6% |
| All | -61.3% | -51.8% | -9.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling