+70.5%
ILMN vs Z
-11.7%
+82.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.7% |
| 7D | -2.6% | -5.2% | +2.6% | -1.6% |
| 30D | -20.6% | +5.7% | -26.4% | -22.4% |
| 3M | +17.5% | -8.7% | +26.2% | +18.3% |
| 6M | +55.6% | -26.0% | +81.6% | +64.0% |
| YTD | +68.3% | -55.0% | +123.4% | +99.2% |
| 1Y | +81.1% | -58.0% | +139.1% | +117.6% |
| 3Y | +112.2% | -15.2% | +127.3% | +108.2% |
| 5Y | -42.6% | -53.8% | +11.2% | -38.6% |
| 10Y | +70.5% | -14.5% | +85.0% | +48.8% |
| All | +70.5% | -11.7% | +82.1% | +48.8% |
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