+3,426.5%
STX vs ILMN
+32.2%
+3,394.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.8% |
| 7D | +2.4% | +1.2% | +1.1% | +1.9% |
| 30D | +1.4% | +9.2% | -7.8% | -1.4% |
| 3M | -8.2% | +29.8% | -38.1% | -15.1% |
| 6M | +127.0% | +69.2% | +57.8% | +95.3% |
| YTD | +209.1% | +66.4% | +142.8% | +165.4% |
| 1Y | +365.4% | +123.4% | +242.0% | +264.0% |
| 3Y | +1,135.4% | +33.2% | +1,102.2% | +971.9% |
| 5Y | +991.5% | -52.0% | +1,043.5% | +1,111.2% |
| All | +3,426.5% | +32.2% | +3,394.3% | +2,682.9% |
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