+708.1%
STX vs ILMN
+124.5%
+583.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.4% |
| 3M | -32.7% | +10.4% | -43.1% | -33.7% |
| 6M | -33.7% | +49.4% | -83.2% | -39.3% |
| YTD | +101.0% | +62.3% | +38.7% | +79.5% |
| 1Y | +92.7% | +73.7% | +19.0% | +69.5% |
| All | +708.1% | +124.5% | +583.7% | +558.0% |
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