+2,022.6%
STRL vs ILMN
-51.8%
+2,074.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | -9.2% | +9.2% | -18.4% | -11.1% |
| 3M | -51.0% | +29.8% | -80.9% | -53.9% |
| 6M | +15.8% | +69.2% | -53.4% | +3.1% |
| YTD | +58.9% | +66.4% | -7.5% | +41.0% |
| 1Y | +68.5% | +123.4% | -54.9% | +39.4% |
| 3Y | +485.2% | +33.2% | +452.1% | +422.3% |
| All | +2,022.6% | -51.8% | +2,074.4% | +2,202.0% |
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