-51.6%
JOBY vs ILMN
-32.8%
-18.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.3% |
| 7D | -14.3% | -2.9% | -11.5% | -13.0% |
| 30D | +10.2% | -23.8% | +34.0% | +23.8% |
| 3M | -38.5% | +7.5% | -46.0% | -43.6% |
| 6M | -54.1% | +42.8% | -96.8% | -64.2% |
| YTD | -61.5% | +57.8% | -119.3% | -72.1% |
| 1Y | -65.7% | +72.6% | -138.3% | -76.3% |
| 3Y | -7.0% | +129.3% | -136.3% | -47.1% |
| 5Y | -44.2% | -44.5% | +0.3% | -35.5% |
| All | -51.6% | -32.8% | -18.8% | -41.6% |
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 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