+123.4%
ILMN vs EQX
+42.9%
+80.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | +9.2% | +24.4% | -15.2% | +7.2% |
| 3M | +29.8% | +11.6% | +18.2% | +28.4% |
| 6M | +69.2% | -25.0% | +94.2% | +73.0% |
| YTD | +66.4% | -8.4% | +74.8% | +67.3% |
| 1Y | +123.4% | +43.4% | +80.0% | +122.8% |
| All | +123.4% | +42.9% | +80.5% | +122.8% |
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