+461.8%
STM vs ILMN
+56.2%
+405.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +16.3% | +0.7% | +15.6% | +16.0% |
| 30D | -6.3% | -22.7% | +16.5% | +3.3% |
| 3M | -14.1% | +8.6% | -22.7% | -18.0% |
| 6M | -19.6% | +43.8% | -63.4% | -32.0% |
| YTD | +80.1% | +59.8% | +20.4% | +43.5% |
| 1Y | +95.4% | +71.8% | +23.6% | +50.9% |
| 3Y | +14.7% | +119.0% | -104.3% | -26.5% |
| 5Y | -5.4% | -43.8% | +38.4% | +5.2% |
| All | +461.8% | +56.2% | +405.6% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling