-53.1%
ILMN vs EQH
+102.2%
-155.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | -5.4% | +0.7% | -6.1% | -5.7% |
| 30D | +7.0% | +2.8% | +4.2% | +5.6% |
| 3M | +24.2% | +23.1% | +1.1% | +13.1% |
| 6M | +69.9% | +41.4% | +28.5% | +44.3% |
| YTD | +57.4% | +14.3% | +43.1% | +45.7% |
| 1Y | +107.9% | +1.6% | +106.3% | +102.7% |
| 3Y | +37.1% | +102.7% | -65.6% | -8.4% |
| All | -53.1% | +102.2% | -155.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling