+93.9%
ILMN vs EQX
+7.1%
+86.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.8% | -17.7% | -6.5% |
| 7D | -21.6% | +7.6% | -29.2% | -22.3% |
| 30D | -22.9% | +0.4% | -23.3% | -22.9% |
| 3M | +11.6% | +18.0% | -6.4% | +10.3% |
| 6M | +62.5% | -18.4% | +80.9% | +65.4% |
| YTD | +72.7% | -19.3% | +92.0% | +75.4% |
| 1Y | +93.9% | +9.2% | +84.6% | +96.1% |
| All | +93.9% | +7.1% | +86.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling