+267.7%
EQIX vs ILMN
+61.7%
+206.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.4% |
| 7D | +6.1% | -2.6% | +8.7% | +6.6% |
| 30D | +2.8% | -20.6% | +23.4% | +7.2% |
| 3M | +1.6% | +17.5% | -15.8% | -2.8% |
| 6M | -0.7% | +55.6% | -56.3% | -10.9% |
| YTD | +39.7% | +68.3% | -28.6% | +22.1% |
| 1Y | +30.6% | +81.1% | -50.5% | +12.2% |
| 3Y | +48.4% | +112.2% | -63.7% | +16.9% |
| 5Y | +46.0% | -42.6% | +88.6% | +52.5% |
| 10Y | +267.7% | +70.5% | +197.2% | +233.3% |
| All | +267.7% | +61.7% | +206.0% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling