+594.5%
JPM vs ILMN
+32.2%
+562.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -0.2% | +9.2% | -9.3% | -1.9% |
| 3M | +15.9% | +29.8% | -14.0% | +10.2% |
| 6M | +20.9% | +69.2% | -48.3% | +9.4% |
| YTD | +12.9% | +66.4% | -53.5% | +1.8% |
| 1Y | +20.3% | +123.4% | -103.1% | +1.7% |
| 3Y | +160.9% | +33.2% | +127.8% | +136.3% |
| 5Y | +154.8% | -52.0% | +206.8% | +175.4% |
| All | +594.5% | +32.2% | +562.3% | +476.7% |
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