+21.0%
STM vs ILMN
-51.8%
+72.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.4% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | -1.0% | +9.2% | -10.2% | -4.1% |
| 3M | -33.3% | +29.8% | -63.1% | -39.2% |
| 6M | +57.4% | +69.2% | -11.8% | +30.2% |
| YTD | +102.2% | +66.4% | +35.8% | +66.8% |
| 1Y | +99.6% | +123.4% | -23.8% | +45.3% |
| 3Y | +14.5% | +33.2% | -18.6% | -4.7% |
| All | +21.0% | -51.8% | +72.8% | +57.5% |
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