+58.0%
ILMN vs Z
-19.3%
+77.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +0.7% | -4.9% | +5.7% | +1.9% |
| 30D | -22.7% | +3.0% | -25.7% | -24.0% |
| 3M | +8.6% | -13.4% | +22.0% | +10.7% |
| 6M | +43.8% | -27.3% | +71.2% | +52.2% |
| YTD | +59.8% | -57.8% | +117.6% | +92.0% |
| 1Y | +71.8% | -60.0% | +131.8% | +108.9% |
| 3Y | +119.0% | -21.5% | +140.5% | +119.0% |
| 5Y | -43.8% | -55.0% | +11.1% | -39.4% |
| All | +58.0% | -19.3% | +77.2% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling