+49.5%
EQT vs ILMN
+25.5%
+24.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -1.2% | -9.2% | +8.0% | +0.2% |
| 30D | +1.1% | +4.4% | -3.3% | +0.3% |
| 3M | +4.8% | +23.9% | -19.1% | +1.1% |
| 6M | -10.6% | +64.5% | -75.1% | -17.7% |
| YTD | +3.4% | +53.5% | -50.0% | -4.0% |
| 1Y | +8.7% | +110.8% | -102.1% | -4.8% |
| 3Y | +35.0% | +30.7% | +4.3% | +24.5% |
| 5Y | +204.2% | -54.8% | +259.1% | +228.0% |
| All | +49.5% | +25.5% | +24.1% | +27.6% |
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 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