+248.2%
EQIX vs ILMN
+29.2%
+219.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +0.3% | +12.3% | -11.9% | -2.1% |
| 3M | -1.6% | +33.5% | -35.1% | -7.6% |
| 6M | +12.2% | +69.4% | -57.2% | -0.2% |
| YTD | +38.0% | +60.9% | -22.9% | +23.3% |
| 1Y | +38.9% | +115.0% | -76.0% | +15.3% |
| 3Y | +43.8% | +37.0% | +6.8% | +27.7% |
| 5Y | +30.4% | -53.1% | +83.5% | +42.5% |
| All | +248.2% | +29.2% | +219.0% | +218.8% |
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