+422.5%
STM vs ILMN
+61.7%
+360.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.4% |
| 7D | -5.6% | -2.6% | -3.0% | -4.3% |
| 30D | -14.4% | -20.6% | +6.2% | -6.7% |
| 3M | -20.5% | +17.5% | -37.9% | -26.3% |
| 6M | -24.5% | +55.6% | -80.1% | -38.0% |
| YTD | +72.7% | +68.3% | +4.4% | +35.0% |
| 1Y | +91.0% | +81.1% | +9.9% | +44.7% |
| 3Y | +13.5% | +112.2% | -98.6% | -26.1% |
| 5Y | -9.2% | -42.6% | +33.4% | +0.5% |
| 10Y | +422.5% | +70.5% | +352.1% | +322.1% |
| All | +422.5% | +61.7% | +360.8% | +322.1% |
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