+207.8%
JNJ vs ILMN
+61.7%
+146.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.8% |
| 7D | +4.3% | -2.6% | +6.8% | +4.4% |
| 30D | +7.9% | -20.6% | +28.5% | +10.1% |
| 3M | +9.4% | +17.5% | -8.1% | +6.7% |
| 6M | +28.8% | +55.6% | -26.8% | +21.6% |
| YTD | +38.5% | +68.3% | -29.8% | +29.0% |
| 1Y | +54.6% | +81.1% | -26.5% | +42.7% |
| 3Y | +108.4% | +112.2% | -3.8% | +83.6% |
| 5Y | +99.6% | -42.6% | +142.2% | +106.8% |
| 10Y | +207.8% | +70.5% | +137.3% | +169.1% |
| All | +207.8% | +61.7% | +146.1% | +169.1% |
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