+16,011.1%
STX vs ILMN
+10,816.3%
+5,194.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | +2.4% | +1.2% | +1.1% | +2.0% |
| 30D | +1.4% | +9.2% | -7.8% | -0.9% |
| 3M | -8.2% | +29.8% | -38.1% | -13.8% |
| 6M | +127.0% | +69.2% | +57.8% | +101.1% |
| YTD | +209.1% | +66.4% | +142.8% | +173.4% |
| 1Y | +365.4% | +123.4% | +242.0% | +282.3% |
| 3Y | +1,135.4% | +33.2% | +1,102.2% | +1,003.2% |
| 5Y | +991.5% | -52.0% | +1,043.5% | +1,071.7% |
| 10Y | +3,695.8% | +33.6% | +3,662.2% | +3,053.0% |
| All | +16,011.1% | +10,816.3% | +5,194.8% | +6,245.7% |
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