-19.9%
ILMN vs EQH
+234.7%
-254.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | +7.0% | +2.8% | +4.2% | +5.9% |
| 3M | +24.2% | +23.1% | +1.1% | +15.1% |
| 6M | +69.9% | +41.4% | +28.5% | +49.1% |
| YTD | +57.4% | +14.3% | +43.1% | +47.7% |
| 1Y | +107.9% | +1.6% | +106.3% | +102.8% |
| 3Y | +37.1% | +102.7% | -65.6% | +3.7% |
| 5Y | -53.7% | +104.5% | -158.2% | -65.4% |
| All | -19.9% | +234.7% | -254.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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