+196.5%
JNJ vs ILMN
+25.5%
+171.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -2.6% |
| 30D | +2.5% | +6.9% | -4.4% | +1.7% |
| 3M | +13.2% | +28.1% | -14.9% | +10.0% |
| 6M | +11.3% | +65.0% | -53.7% | +4.9% |
| YTD | +31.1% | +56.3% | -25.2% | +24.0% |
| 1Y | +54.3% | +108.7% | -54.4% | +40.4% |
| 3Y | +81.1% | +33.1% | +48.1% | +70.7% |
| 5Y | +82.7% | -54.1% | +136.8% | +96.1% |
| 10Y | +196.5% | +27.8% | +168.6% | +160.6% |
| All | +196.5% | +25.5% | +171.0% | +160.6% |
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 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