+89.4%
STM vs ILMN
+79.5%
+9.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +6.0% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -14.4% | -20.6% | +6.2% | -10.9% |
| 3M | -20.5% | +17.5% | -37.9% | -19.5% |
| 6M | -24.5% | +55.6% | -80.1% | -24.8% |
| YTD | +72.7% | +68.3% | +4.4% | +69.2% |
| All | +89.4% | +79.5% | +9.9% | +80.9% |
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