+673.8%
STX vs ILMN
+118.2%
+555.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +14.6% | -2.9% | +17.5% | +15.6% |
| 30D | -26.0% | -23.8% | -2.1% | -20.2% |
| 3M | -42.6% | +7.5% | -50.1% | -43.1% |
| 6M | -35.3% | +42.8% | -78.0% | -40.0% |
| YTD | +92.5% | +57.8% | +34.6% | +73.3% |
| 1Y | +102.4% | +72.6% | +29.8% | +78.4% |
| 3Y | +673.8% | +129.3% | +544.5% | +535.0% |
| All | +673.8% | +118.2% | +555.6% | +535.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling