-35.8%
JOBY vs ILMN
-29.2%
-6.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -3.4% | +1.2% | -4.7% | -4.1% |
| 30D | -13.6% | +9.2% | -22.8% | -18.2% |
| 3M | -39.5% | +29.8% | -69.3% | -48.1% |
| 6M | -31.9% | +69.2% | -101.1% | -49.4% |
| YTD | -48.9% | +66.4% | -115.3% | -62.5% |
| 1Y | -48.5% | +123.4% | -172.0% | -68.8% |
| 3Y | -8.0% | +33.2% | -41.2% | -28.1% |
| 5Y | -33.7% | -52.0% | +18.3% | -16.6% |
| All | -35.8% | -29.2% | -6.6% | -21.4% |
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 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