-2.9%
JHX vs ILMN
+32.3%
-35.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.5% |
| 7D | +1.6% | -3.9% | +5.4% | +2.6% |
| 30D | -5.0% | +6.9% | -11.9% | -6.6% |
| 3M | +24.5% | +28.1% | -3.6% | +16.7% |
| 6M | +34.9% | +65.0% | -30.0% | +19.0% |
| YTD | +39.3% | +56.3% | -17.0% | +23.6% |
| 1Y | +48.6% | +108.7% | -60.2% | +20.8% |
| All | -2.9% | +32.3% | -35.2% | -11.6% |
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