+93.9%
ILMN vs STT
+53.6%
+40.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.5% |
| 7D | -21.6% | -0.1% | -21.5% | -21.4% |
| 30D | -22.9% | -1.7% | -21.2% | -22.6% |
| 3M | +11.6% | -6.4% | +18.0% | +12.7% |
| 6M | +62.5% | +17.7% | +44.9% | +54.3% |
| YTD | +72.7% | +36.9% | +35.8% | +52.5% |
| 1Y | +93.9% | +52.0% | +41.8% | +62.4% |
| All | +93.9% | +53.6% | +40.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling