+56.4%
JD vs ILMN
+39.3%
+17.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +5.8% |
| 7D | +11.7% | -28.3% | +40.0% | +22.3% |
| 30D | +8.1% | -24.0% | +32.0% | +15.8% |
| 3M | -12.0% | +4.1% | -16.1% | -15.6% |
| 6M | -3.5% | +49.6% | -53.1% | -18.7% |
| YTD | +3.3% | +58.6% | -55.2% | -15.8% |
| 1Y | -7.4% | +69.9% | -77.3% | -26.4% |
| 3Y | +16.6% | +82.9% | -66.3% | -15.8% |
| 5Y | -57.9% | -47.6% | -10.3% | -53.2% |
| 10Y | +32.6% | +58.8% | -26.2% | -0.9% |
| All | +56.4% | +39.3% | +17.1% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling