+506.0%
JPM vs ILMN
+61.7%
+444.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +2.7% | -20.6% | +23.4% | +6.3% |
| 3M | -3.8% | +17.5% | -21.3% | -7.7% |
| 6M | +14.3% | +55.6% | -41.3% | +3.8% |
| YTD | +8.2% | +68.3% | -60.1% | -4.0% |
| 1Y | +11.0% | +81.1% | -70.1% | -3.0% |
| 3Y | +152.7% | +112.2% | +40.5% | +105.1% |
| 5Y | +130.8% | -42.6% | +173.4% | +139.0% |
| 10Y | +506.0% | +70.5% | +435.5% | +397.0% |
| All | +506.0% | +61.7% | +444.3% | +397.0% |
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