+96.5%
STM vs ILMN
+92.1%
+4.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -5.2% |
| 7D | -6.0% | -21.6% | +15.5% | -2.3% |
| 30D | -20.9% | -22.9% | +1.9% | -17.9% |
| 3M | -15.8% | +11.6% | -27.3% | -14.9% |
| 6M | -17.0% | +62.5% | -79.6% | -18.5% |
| YTD | +76.8% | +72.7% | +4.1% | +70.8% |
| 1Y | +96.5% | +93.9% | +2.6% | +80.2% |
| All | +96.5% | +92.1% | +4.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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