-6.2%
JHX vs ILMN
+118.2%
-124.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | +13.1% | -23.8% | +36.9% | +18.2% |
| 3M | -10.0% | +7.5% | -17.5% | -14.0% |
| 6M | +38.9% | +42.8% | -3.8% | +23.3% |
| YTD | +34.0% | +57.8% | -23.9% | +15.1% |
| 1Y | +66.0% | +72.6% | -6.6% | +39.3% |
| 3Y | -6.2% | +129.3% | -135.6% | -25.6% |
| All | -6.2% | +118.2% | -124.5% | -25.6% |
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