+152.7%
JPM vs ILMN
+103.6%
+49.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.9% |
| 7D | +0.4% | -2.6% | +3.0% | +0.6% |
| 30D | +2.7% | -20.6% | +23.4% | +4.7% |
| 3M | -3.8% | +17.5% | -21.3% | -6.2% |
| 6M | +14.3% | +55.6% | -41.3% | +7.8% |
| YTD | +8.2% | +68.3% | -60.1% | +0.5% |
| 1Y | +11.0% | +81.1% | -70.1% | +2.0% |
| 3Y | +152.7% | +112.2% | +40.5% | +122.9% |
| All | +152.7% | +103.6% | +49.0% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling