+0.4%
STM vs ILMN
+83.5%
-83.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -8.2% | -4.2% | -10.1% |
| 7D | -20.1% | -28.3% | +8.2% | -12.8% |
| 30D | -32.0% | -24.0% | -8.0% | -26.8% |
| 3M | -24.2% | +4.1% | -28.2% | -25.2% |
| 6M | -29.9% | +49.6% | -79.5% | -37.6% |
| YTD | +54.9% | +58.6% | -3.7% | +34.2% |
| 1Y | +68.0% | +69.9% | -1.9% | +42.3% |
| All | +0.4% | +83.5% | -83.1% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling