+1,967.8%
STX vs ILMN
+64.4%
+1,903.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -17.3% | -9.8% | -7.5% | -14.5% |
| 30D | -35.9% | -22.7% | -13.2% | -31.0% |
| 3M | -37.3% | +12.1% | -49.4% | -39.4% |
| 6M | -35.8% | +51.5% | -87.3% | -42.9% |
| YTD | +82.7% | +63.9% | +18.9% | +58.0% |
| 1Y | +71.6% | +76.6% | -4.9% | +45.4% |
| 3Y | +635.3% | +124.6% | +510.7% | +453.5% |
| 5Y | +483.8% | -42.7% | +526.5% | +516.2% |
| 10Y | +1,967.8% | +59.7% | +1,908.1% | +1,606.0% |
| All | +1,967.8% | +64.4% | +1,903.4% | +1,606.0% |
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 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