-4.6%
STM vs ILMN
-44.7%
+40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +12.0% | -2.9% | +14.9% | +13.1% |
| 30D | -0.4% | -23.8% | +23.5% | +8.6% |
| 3M | -13.2% | +7.5% | -20.6% | -15.9% |
| 6M | -26.1% | +42.8% | -68.8% | -35.3% |
| YTD | +81.2% | +57.8% | +23.3% | +51.2% |
| 1Y | +98.3% | +72.6% | +25.7% | +60.2% |
| 3Y | +16.7% | +129.3% | -112.6% | -21.5% |
| All | -4.6% | -44.7% | +40.1% | +6.1% |
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 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