+237.0%
EQIX vs ILMN
+898.4%
-661.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -1.4% | +9.2% | -10.6% | -3.5% |
| 3M | -4.4% | +29.8% | -34.3% | -10.3% |
| 6M | +7.9% | +69.2% | -61.3% | -4.9% |
| YTD | +37.3% | +66.4% | -29.1% | +20.5% |
| 1Y | +37.8% | +123.4% | -85.6% | +12.0% |
| 3Y | +42.0% | +33.2% | +8.8% | +25.1% |
| 5Y | +29.6% | -52.0% | +81.6% | +38.8% |
| 10Y | +238.3% | +33.6% | +204.7% | +170.1% |
| All | +237.0% | +898.4% | -661.4% | +21.6% |
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