+195.6%
EQT vs ILMN
-55.1%
+250.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | -1.2% | -9.2% | +8.0% | -0.1% |
| 30D | +1.1% | +4.4% | -3.3% | +0.4% |
| 3M | +4.8% | +23.9% | -19.1% | +1.8% |
| 6M | -10.6% | +64.5% | -75.1% | -16.5% |
| YTD | +3.4% | +53.5% | -50.0% | -2.7% |
| 1Y | +8.7% | +110.8% | -102.1% | -2.8% |
| 3Y | +35.0% | +30.7% | +4.3% | +26.7% |
| All | +195.6% | -55.1% | +250.7% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling