-18.1%
ILMN vs EQH
+226.5%
-244.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.7% |
| 7D | +1.9% | +5.4% | -3.5% | +0.1% |
| 30D | +12.3% | +1.0% | +11.3% | +11.8% |
| 3M | +33.5% | +26.7% | +6.8% | +22.5% |
| 6M | +69.4% | +34.4% | +35.0% | +51.2% |
| YTD | +60.9% | +11.5% | +49.4% | +52.3% |
| 1Y | +115.0% | +0.4% | +114.6% | +110.5% |
| 3Y | +37.0% | +96.5% | -59.5% | +4.7% |
| 5Y | -53.1% | +93.4% | -146.5% | -64.4% |
| All | -18.1% | +226.5% | -244.7% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling