-38.9%
JOBY vs ILMN
-33.5%
-5.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.3% | -4.6% |
| 7D | -5.9% | -3.9% | -2.0% | -3.9% |
| 30D | -27.1% | +6.9% | -34.0% | -30.1% |
| 3M | -30.7% | +28.1% | -58.8% | -40.3% |
| 6M | -36.1% | +65.0% | -101.0% | -51.9% |
| YTD | -51.4% | +56.3% | -107.7% | -63.0% |
| 1Y | -52.2% | +108.7% | -160.9% | -69.9% |
| 3Y | -12.1% | +33.1% | -45.1% | -31.1% |
| 5Y | -31.1% | -54.1% | +23.0% | -11.0% |
| All | -38.9% | -33.5% | -5.4% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling