+799.0%
STRL vs ILMN
-49.5%
+848.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.2% | -5.7% | -11.9% |
| 7D | -34.6% | -28.3% | -6.3% | -29.4% |
| 30D | -56.7% | -24.0% | -32.7% | -53.7% |
| 3M | -54.4% | +4.1% | -58.5% | -54.8% |
| 6M | -69.7% | +49.6% | -119.2% | -72.2% |
| YTD | -20.2% | +58.6% | -78.8% | -28.3% |
| 1Y | -40.6% | +69.9% | -110.4% | -47.3% |
| 3Y | +221.7% | +82.9% | +138.8% | +169.4% |
| 5Y | +799.0% | -47.6% | +846.6% | +875.8% |
| All | +799.0% | -49.5% | +848.5% | +875.8% |
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