+1,067.6%
JNJ vs ILMN
+1,401.8%
-334.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +21.2% | +29.8% | -8.6% | +19.0% |
| 6M | +13.4% | +69.2% | -55.8% | +9.3% |
| YTD | +35.1% | +66.4% | -31.2% | +30.3% |
| 1Y | +57.4% | +123.4% | -66.0% | +48.4% |
| 3Y | +86.8% | +33.2% | +53.6% | +80.1% |
| 5Y | +80.8% | -52.0% | +132.8% | +83.6% |
| 10Y | +202.7% | +33.6% | +169.1% | +185.4% |
| All | +1,067.6% | +1,401.8% | -334.2% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling