+365.4%
STX vs ILMN
+127.6%
+237.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.6% |
| 7D | +2.4% | +1.2% | +1.1% | +2.1% |
| 30D | +1.4% | +9.2% | -7.8% | -0.2% |
| 3M | -8.2% | +29.8% | -38.1% | -12.2% |
| 6M | +127.0% | +69.2% | +57.8% | +107.2% |
| YTD | +209.1% | +66.4% | +142.8% | +183.4% |
| 1Y | +365.4% | +123.4% | +242.0% | +314.9% |
| All | +365.4% | +127.6% | +237.8% | +314.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling