+23.7%
STM vs ILMN
+1,331.5%
-1,307.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -8.2% | -4.2% | -10.6% |
| 7D | -20.1% | -28.3% | +8.2% | -14.0% |
| 30D | -32.0% | -24.0% | -8.0% | -27.7% |
| 3M | -24.2% | +4.1% | -28.2% | -25.3% |
| 6M | -29.9% | +49.6% | -79.5% | -36.6% |
| YTD | +54.9% | +58.6% | -3.7% | +37.0% |
| 1Y | +68.0% | +69.9% | -1.9% | +46.3% |
| 3Y | -0.1% | +82.9% | -83.0% | -17.1% |
| 5Y | -17.9% | -47.6% | +29.7% | -12.8% |
| 10Y | +392.2% | +58.8% | +333.4% | +319.2% |
| All | +23.7% | +1,331.5% | -1,307.8% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling