+135.9%
ILMN vs Z
-19.0%
+154.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -6.0% | -13.1% | +7.1% | -2.8% |
| 30D | -23.0% | +5.9% | -28.9% | -25.0% |
| 3M | +10.4% | -13.7% | +24.1% | +13.1% |
| 6M | +49.4% | -27.1% | +76.5% | +60.0% |
| YTD | +62.3% | -56.8% | +119.1% | +102.0% |
| 1Y | +73.7% | -60.2% | +133.9% | +121.3% |
| All | +135.9% | -19.0% | +154.9% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling