+1,096.8%
JNJ vs ILMN
+1,419.4%
-322.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.9% |
| 7D | +4.3% | -2.6% | +6.8% | +4.4% |
| 30D | +7.9% | -20.6% | +28.5% | +9.3% |
| 3M | +9.4% | +17.5% | -8.1% | +7.8% |
| 6M | +28.8% | +55.6% | -26.8% | +24.6% |
| YTD | +38.5% | +68.3% | -29.8% | +33.0% |
| 1Y | +54.6% | +81.1% | -26.5% | +47.7% |
| 3Y | +108.4% | +112.2% | -3.8% | +94.6% |
| 5Y | +99.6% | -42.6% | +142.2% | +99.7% |
| 10Y | +207.8% | +70.5% | +137.3% | +186.1% |
| All | +1,096.8% | +1,419.4% | -322.6% | +839.2% |
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