+98.3%
JNJ vs ILMN
+88.1%
+10.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.3% |
| 7D | +1.1% | -9.7% | +10.8% | +1.4% |
| 30D | +6.9% | -20.4% | +27.3% | +7.6% |
| 3M | +8.0% | +10.0% | -2.0% | +7.3% |
| 6M | +24.3% | +49.5% | -25.2% | +21.7% |
| YTD | +35.6% | +62.5% | -26.9% | +32.0% |
| 1Y | +51.1% | +76.0% | -24.9% | +46.4% |
| 3Y | +98.3% | +94.2% | +4.1% | +87.6% |
| All | +98.3% | +88.1% | +10.2% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling