+83.7%
JNJ vs ILMN
-51.8%
+135.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | +7.4% | +9.2% | -1.8% | +6.8% |
| 3M | +21.2% | +29.8% | -8.6% | +19.3% |
| 6M | +13.4% | +69.2% | -55.8% | +9.7% |
| YTD | +35.1% | +66.4% | -31.2% | +30.7% |
| 1Y | +57.4% | +123.4% | -66.0% | +48.9% |
| 3Y | +86.8% | +33.2% | +53.6% | +80.7% |
| All | +83.7% | -51.8% | +135.5% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling