+54.5%
JNJ vs ILMN
+113.9%
-59.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.2% |
| 7D | -0.8% | +1.9% | -2.7% | -0.7% |
| 30D | +4.3% | +12.3% | -8.0% | +4.3% |
| 3M | +16.5% | +33.5% | -17.1% | +16.4% |
| 6M | +13.1% | +69.4% | -56.2% | +12.6% |
| YTD | +32.1% | +60.9% | -28.8% | +31.5% |
| 1Y | +54.5% | +115.0% | -60.5% | +52.8% |
| All | +54.5% | +113.9% | -59.4% | +52.8% |
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