+221.6%
JNJ vs ILMN
+54.3%
+167.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.5% | -2.9% | +6.3% | +3.7% |
| 30D | +12.5% | -23.8% | +36.4% | +15.3% |
| 3M | +9.6% | +7.5% | +2.1% | +7.9% |
| 6M | +25.3% | +42.8% | -17.4% | +19.3% |
| YTD | +40.3% | +57.8% | -17.5% | +31.5% |
| 1Y | +49.6% | +72.6% | -23.0% | +38.8% |
| 3Y | +110.8% | +129.3% | -18.6% | +83.4% |
| 5Y | +99.1% | -44.5% | +143.6% | +106.5% |
| All | +221.6% | +54.3% | +167.3% | +185.1% |
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