-39.9%
JOBY vs ILMN
-34.7%
-5.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | -8.2% | -9.2% | +1.0% | -3.3% |
| 30D | -25.1% | +4.4% | -29.4% | -27.2% |
| 3M | -28.8% | +23.9% | -52.7% | -37.4% |
| 6M | -36.1% | +64.5% | -100.6% | -51.9% |
| YTD | -52.2% | +53.5% | -105.7% | -63.3% |
| 1Y | -52.4% | +110.8% | -163.2% | -70.3% |
| 3Y | -13.6% | +30.7% | -44.2% | -31.6% |
| 5Y | -32.2% | -54.8% | +22.7% | -11.6% |
| All | -39.9% | -34.7% | -5.2% | -23.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling