-15.7%
STM vs ILMN
-46.1%
+30.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +2.0% | +3.6% |
| 7D | -10.7% | -9.7% | -1.1% | -7.5% |
| 30D | -25.7% | -20.4% | -5.3% | -20.2% |
| 3M | -21.6% | +10.0% | -31.6% | -24.7% |
| 6M | -27.8% | +49.5% | -77.3% | -37.8% |
| YTD | +61.8% | +62.5% | -0.7% | +33.6% |
| 1Y | +78.1% | +76.0% | +2.1% | +42.9% |
| 3Y | +4.9% | +94.2% | -89.3% | -25.0% |
| All | -15.7% | -46.1% | +30.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling