+991.7%
ILMN vs STT
+431.5%
+560.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.7% | -3.5% | -6.5% |
| 7D | -28.3% | -4.9% | -23.4% | -26.8% |
| 30D | -24.0% | -6.0% | -18.0% | -22.1% |
| 3M | +4.1% | -11.7% | +15.7% | +8.8% |
| 6M | +49.6% | +11.7% | +37.9% | +43.4% |
| YTD | +58.6% | +30.4% | +28.2% | +43.3% |
| 1Y | +69.9% | +43.9% | +25.9% | +48.2% |
| 3Y | +82.9% | +165.4% | -82.5% | +28.1% |
| 5Y | -47.6% | +101.0% | -148.6% | -60.4% |
| 10Y | +58.8% | +210.7% | -151.9% | -4.4% |
| All | +991.7% | +431.5% | +560.3% | +257.0% |
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