+8,757.3%
STX vs ILMN
+10,305.1%
-1,547.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -8.2% | -8.1% | -14.4% |
| 7D | -33.4% | -28.3% | -5.1% | -28.2% |
| 30D | -42.1% | -24.0% | -18.1% | -38.3% |
| 3M | -44.3% | +4.1% | -48.3% | -44.9% |
| 6M | -39.4% | +49.6% | -89.0% | -44.8% |
| YTD | +70.0% | +58.6% | +11.4% | +52.0% |
| 1Y | +70.2% | +69.9% | +0.3% | +49.9% |
| 3Y | +585.2% | +82.9% | +502.3% | +472.5% |
| 5Y | +455.7% | -47.6% | +503.3% | +486.5% |
| 10Y | +2,007.9% | +58.8% | +1,949.0% | +1,603.0% |
| All | +8,757.3% | +10,305.1% | -1,547.8% | +3,426.2% |
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