+99.6%
JHX vs ILMN
+25.5%
+74.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | -4.9% | -9.2% | +4.3% | -2.3% |
| 30D | -9.3% | +4.4% | -13.7% | -10.5% |
| 3M | +28.1% | +23.9% | +4.2% | +20.3% |
| 6M | +35.2% | +64.5% | -29.3% | +17.2% |
| YTD | +35.9% | +53.5% | -17.6% | +19.1% |
| 1Y | +42.5% | +110.8% | -68.3% | +12.4% |
| 3Y | -4.5% | +30.7% | -35.1% | -16.6% |
| 5Y | -27.1% | -54.8% | +27.7% | -17.6% |
| All | +99.6% | +25.5% | +74.1% | +74.1% |
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