-43.8%
ILMN vs STT
+105.9%
-149.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.7% | +5.1% | -4.4% | -1.7% |
| 30D | -22.7% | -0.2% | -22.5% | -22.4% |
| 3M | +8.6% | -8.1% | +16.8% | +13.1% |
| 6M | +43.8% | +16.6% | +27.2% | +32.6% |
| YTD | +59.8% | +37.8% | +21.9% | +34.6% |
| 1Y | +71.8% | +46.8% | +25.0% | +40.1% |
| 3Y | +119.0% | +181.2% | -62.2% | +27.5% |
| 5Y | -43.8% | +105.1% | -149.0% | -65.5% |
| All | -43.8% | +105.9% | -149.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling