+991.6%
EQT vs ILMN
+1,352.5%
-360.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.1% |
| 30D | +6.6% | +12.3% | -5.7% | +5.1% |
| 3M | +4.4% | +33.5% | -29.2% | +0.7% |
| 6M | -10.5% | +69.4% | -79.9% | -16.2% |
| YTD | +3.7% | +60.9% | -57.2% | -2.5% |
| 1Y | +9.9% | +115.0% | -105.1% | -0.7% |
| 3Y | +35.4% | +37.0% | -1.7% | +26.5% |
| 5Y | +189.2% | -53.1% | +242.3% | +199.0% |
| 10Y | +50.7% | +27.6% | +23.1% | +35.6% |
| All | +991.6% | +1,352.5% | -360.9% | +635.6% |
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