+8,652.1%
STX vs ILMN
+10,561.7%
-1,909.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.7% |
| 7D | -28.5% | -9.7% | -18.8% | -26.6% |
| 30D | -42.9% | -20.4% | -22.5% | -39.8% |
| 3M | -45.9% | +10.0% | -55.9% | -47.2% |
| 6M | -41.3% | +49.5% | -90.8% | -46.5% |
| YTD | +67.9% | +62.5% | +5.4% | +49.3% |
| 1Y | +66.5% | +76.0% | -9.5% | +45.5% |
| 3Y | +588.0% | +94.2% | +493.8% | +467.3% |
| 5Y | +449.1% | -46.3% | +495.4% | +476.3% |
| 10Y | +1,982.8% | +62.7% | +1,920.1% | +1,573.4% |
| All | +8,652.1% | +10,561.7% | -1,909.6% | +3,364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling