+1,018.6%
ILMN vs STT
+432.5%
+586.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -9.7% | -2.5% | -7.2% | -8.8% |
| 30D | -20.4% | -5.0% | -15.4% | -18.8% |
| 3M | +10.0% | -10.5% | +20.5% | +14.5% |
| 6M | +49.5% | +10.0% | +39.5% | +44.1% |
| YTD | +62.5% | +30.7% | +31.8% | +46.7% |
| 1Y | +76.0% | +43.8% | +32.2% | +53.6% |
| 3Y | +94.2% | +168.1% | -73.9% | +35.5% |
| 5Y | -46.3% | +101.4% | -147.7% | -59.5% |
| 10Y | +62.7% | +211.3% | -148.6% | -2.1% |
| All | +1,018.6% | +432.5% | +586.1% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling