+2,108.4%
STX vs ILMN
+59.3%
+2,049.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.2% |
| 7D | -1.0% | -6.0% | +5.0% | +1.1% |
| 30D | -26.8% | -23.0% | -3.7% | -21.0% |
| 3M | -32.7% | +10.4% | -43.1% | -34.6% |
| 6M | -33.7% | +49.4% | -83.2% | -40.8% |
| YTD | +101.0% | +62.3% | +38.7% | +74.2% |
| 1Y | +92.7% | +73.7% | +19.0% | +64.0% |
| 3Y | +708.7% | +122.5% | +586.2% | +510.1% |
| 5Y | +504.0% | -43.2% | +547.2% | +538.9% |
| 10Y | +2,108.4% | +59.0% | +2,049.4% | +1,711.9% |
| All | +2,108.4% | +59.3% | +2,049.1% | +1,711.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling