+678.9%
STM vs ILMN
+33.5%
+645.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.5% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | -1.0% | +9.2% | -10.2% | -4.7% |
| 3M | -33.3% | +29.8% | -63.1% | -40.2% |
| 6M | +57.4% | +69.2% | -11.8% | +26.0% |
| YTD | +102.2% | +66.4% | +35.8% | +61.3% |
| 1Y | +99.6% | +123.4% | -23.8% | +38.1% |
| 3Y | +14.5% | +33.2% | -18.6% | -7.2% |
| 5Y | +21.4% | -52.0% | +73.3% | +45.5% |
| All | +678.9% | +33.5% | +645.4% | +510.3% |
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