-28.4%
ILMN vs EQX
+244.1%
-272.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | +6.9% | +11.1% | -4.2% | +5.6% |
| 3M | +28.1% | +23.1% | +5.0% | +24.4% |
| 6M | +65.0% | -21.8% | +86.8% | +68.4% |
| YTD | +56.3% | -8.1% | +64.4% | +55.4% |
| 1Y | +108.7% | +29.7% | +79.0% | +97.8% |
| 3Y | +33.1% | +179.9% | -146.8% | +9.6% |
| 5Y | -54.1% | +82.5% | -136.6% | -62.5% |
| All | -28.4% | +244.1% | -272.5% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling