+53.1%
JNJ vs ILMN
+79.5%
-26.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +2.1% |
| 7D | +4.3% | -2.6% | +6.8% | +4.2% |
| 30D | +7.9% | -20.6% | +28.5% | +8.0% |
| 3M | +9.4% | +17.5% | -8.1% | +9.8% |
| 6M | +28.8% | +55.6% | -26.8% | +29.3% |
| YTD | +38.5% | +68.3% | -29.8% | +38.4% |
| All | +53.1% | +79.5% | -26.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling