+2,357.9%
JHX vs ILMN
+4,716.2%
-2,358.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -1.3% |
| 7D | +4.5% | +1.9% | +2.6% | +4.2% |
| 30D | -1.2% | +12.3% | -13.5% | -2.9% |
| 3M | +32.8% | +33.5% | -0.8% | +27.3% |
| 6M | +41.2% | +69.4% | -28.2% | +30.9% |
| YTD | +43.9% | +60.9% | -17.0% | +33.8% |
| 1Y | +48.0% | +115.0% | -66.9% | +31.3% |
| 3Y | +1.2% | +37.0% | -35.8% | -5.9% |
| 5Y | -22.6% | -53.1% | +30.5% | -19.3% |
| 10Y | +111.5% | +27.6% | +83.9% | +94.9% |
| All | +2,357.9% | +4,716.2% | -2,358.3% | +1,756.9% |
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 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