+93.9%
ILMN vs Z
-54.2%
+148.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.4% | -14.3% | -5.5% |
| 7D | -21.6% | +10.2% | -31.7% | -22.2% |
| 30D | -22.9% | +23.7% | -46.5% | -25.1% |
| 3M | +11.6% | -6.6% | +18.2% | +13.9% |
| 6M | +62.5% | -23.0% | +85.6% | +74.6% |
| YTD | +72.7% | -50.3% | +123.0% | +102.4% |
| 1Y | +93.9% | -53.6% | +147.4% | +130.6% |
| All | +93.9% | -54.2% | +148.0% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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