+73.7%
ILMN vs STT
+48.7%
+25.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -23.0% | -0.4% | -22.6% | -23.0% |
| 3M | +10.4% | -6.5% | +16.9% | +11.5% |
| 6M | +49.4% | +17.2% | +32.2% | +42.3% |
| YTD | +62.3% | +38.2% | +24.1% | +43.1% |
| 1Y | +73.7% | +49.3% | +24.4% | +46.4% |
| All | +73.7% | +48.7% | +25.0% | +46.4% |
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