+949.1%
EQT vs ILMN
+1,324.6%
-375.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +6.9% | -2.9% | +9.8% | +7.2% |
| 30D | +0.4% | -23.8% | +24.3% | +3.1% |
| 3M | -2.0% | +7.5% | -9.5% | -3.6% |
| 6M | -5.0% | +42.8% | -47.7% | -9.7% |
| YTD | -0.3% | +57.8% | -58.1% | -6.8% |
| 1Y | -11.3% | +72.6% | -83.9% | -17.9% |
| 3Y | +38.3% | +129.3% | -91.0% | +21.1% |
| 5Y | +166.4% | -44.5% | +210.9% | +168.5% |
| 10Y | +62.2% | +54.5% | +7.7% | +42.7% |
| All | +949.1% | +1,324.6% | -375.5% | +603.6% |
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